gpg: no valid OpenPGP data found

This problem might occur if you are behind corporate proxy and corporation uses its own certificate. Just add “–no-check-certificate” in the command.
e.g.
wget --no-check-certificate -qO - http://pkg.jenkins-ci.org/debian/jenkins-ci.org.key | sudo apt-key add -

It works.
If you want to see what is going on, you can use verbose command instead of quiet before adding “–no-check-certificate” option.
e.g.
wget -vO - http://pkg.jenkins-ci.org/debian/jenkins-ci.org.key | sudo apt-key add -
This will tell you to use “–no-check-certificate” if you are behind proxy.

Managed to resolve it.
separated the command in to two commands and used directly the file name which was downloaded
example –

wget -q -O - https://pkg.jenkins.io/debian/jenkins-ci.org.key | sudo apt-key    add -

can be separated into

1. wget -q -O - https://pkg.jenkins.io/debian/jenkins-ci.org.key
2. sudo apt-key add jenkins-ci.org.key

I got this error in an Ubuntu Docker container. I believe the cause was that the container was missing CA certs. To fix it, I had to run:

apt-get update
apt-get install ca-certificates