Github really seems to want us to use the HTTPS protocol to use Gists, for example, they only list the HTTPS url on a Gist page - e.g. https://gist.github.com/donatello/5834862
Is it possible to clone a Gist using SSH protocol?
Yes, it is possible:
git clone firstname.lastname@example.org:5834862.git
Just replace with your own Gist ID of course.