root@jinja2fix:/opt/test_jinja# cat templates/setincl.j2
{% set myvar = "foo" %}
{{ myvar }}
{% include "include.j2" %}
root@jinja2fix:/opt/test_jinja# cat templates/include.j2
bar
root@jinja2fix:/opt/test_jinja# pip list | grep Jinja2
Jinja2 (2.9.4)

root@jinja2fix:/opt/test_jinja# ansible -vvvvvvv localhost -m template -a "src=setincl.j2 dest=/tmp/test.file"
Loading callback plugin minimal of type stdout, v2.0 from /opt/ansible-runtime/lib/python2.7/site-packages/ansible/plugins/callback/__init__.pyc
looking for "setincl.j2" at "/opt/test_jinja/templates/setincl.j2"
localhost | FAILED! => {
    "changed": false,
    "failed": true,
    "invocation": {
        "module_args": {
            "dest": "/tmp/test.file",
            "src": "setincl.j2"
        },
        "module_name": "template"
    },
    "msg": "KeyError: 'undefined variable: 0'"
}

root@jinja2fix:/opt/test_jinja# pip install Jinja2==2.8
Collecting Jinja2==2.8
  Using cached Jinja2-2.8-py2.py3-none-any.whl
Requirement already satisfied: MarkupSafe in /opt/ansible-runtime/lib/python2.7/site-packages (from Jinja2==2.8)
Installing collected packages: Jinja2
  Found existing installation: Jinja2 2.9.4
    Uninstalling Jinja2-2.9.4:
      Successfully uninstalled Jinja2-2.9.4
Successfully installed Jinja2-2.8

root@jinja2fix:/opt/test_jinja# ansible localhost -m template -a "src=setincl.j2 dest=/tmp/test.file"
localhost | SUCCESS => {
    "changed": true,
    "checksum": "4e48e2c9a3d2ca8a708cb0cc545700544efb5021",
    "dest": "/tmp/test.file",
    "gid": 0,
    "group": "root",
    "md5sum": "f47c75614087a8dd938ba4acff252494",
    "mode": "0644",
    "owner": "root",
    "size": 8,
    "src": "/root/.ansible/tmp/ansible-tmp-1484217092.13-31545377976138/source",
    "state": "file",
    "uid": 0
}
root@jinja2fix:/opt/test_jinja# cat /tmp/test.file
foo
bar