It's already possible, just like with any other image. See below for an example:

I used the following Markdown code:

If posting from services such as Gfycat, it's a good idea to link to the original GIFV (which is of higher quality). It's also possible to make the GIF clickable with the following Markdown code:
[](https://gfycat.com/caringdefensiveandeancondor)
Which results in:
