Error while trying to insert gist embed (Github) via PHP

Question

I am trying to insert an embed of a gist via PHP as follows:

<?php
    echo "<script src='https://gist.github.com/schacon/4277.js'></script>";
?>

However, when parsing the console, the following error is returned:

Failed to execute 'write' on 'Document': It isn’t possible to write into a Document from an asynchronously-Loaded External script unless it is explicitly opened.

I’ve tried too:

echo "<iframe src='https://gist.github.com/schacon/4277.js'></iframe>";

and:

echo "<embed src='https://gist.github.com/schacon/4277.js'></embed>";

but both return:

Refused to display 'https://gist.github.com/schacon/4277.js' in a frame because it set 'X-Frame-Options' to 'Deny'.

How can I get him to show gist? Or is it not possible that way?