The first thing to check is whether any other plugins on your site may have a conflict. Please check our Known Issues list here:
You can also try to deactivate all plugins on your site. Then, try to connect again. If the issue is resolved, activate your plugins one at a time to determine which is causing the conflict.
If that doesn't help, please rule out a theme conflict by temporarily changing your site's theme to a default theme (such as Twenty Fourteen) and trying again to connect.
If you still can't connect, can you please use Jetpack's Debugger module to send us some more information about your site?
1) Go to the Jetpack page in your dashboard.
2) Click on the Debug link appearing at the bottom of the page.
3) Click the link that says "click here to contact Jetpack support."
4) Fill in the description box and your name and email address.
5) Click the "Contact Support" button.