Jenkins requires confirmation before proceeding to build

Greetings.

My action is successfully connecting to the Jenkins but it fails to start build of a job.
When I visit the link that it tries to start build it says

However, if I press the 'proceed' manually it can start the build of a job. Any idea about automating this?

Thank you.

Edit:
The error that we are getting is: requests.exceptions.ConnectionError: HTTPConnectionPool(host='', port=8080): Max retries exceeded with url: /job/***/build (Caused by NewConnectionError('<urllib3.connection.HTTPConnection object at 0x7fcbf2ff49e8>: Failed to establish a new connection: [Errno 110] Connection timed out'))

Edit (2):
I guess this thread is related with this issue.