You can install it with NuGet
PM> Install-Package WpfAnimatedGif
and to use it, at a new namespace to the Window where you want to add the gif image and use it as below
Title="MainWindow" Height="350" Width="525">
gif:ImageBehavior.AnimatedSource="Images/animated.gif" />
The package is really neat, you can set some attributes like below
gif:ImageBehavior.RepeatBehavior="3x"
gif:ImageBehavior.AnimatedSource="Images/animated.gif" />