Open the tweet containing the GIF
Copy the tweet link
Paste the link into a Twitter GIF downloader website
Download the GIF or video file from the site
If the file downloads as MP4, convert it to GIF using a converter
On mobile, use a browser-based downloader or a download app
On desktop, right-click the media if the option is available and save it
Use screen recording as a last resort if direct download is not possible