I'm posting this as an answer since others weren't completely clear and/or detailed IMHO

Starting from GitLab 8.12+, assuming the submodule repo is in the same server as the one requesting it, you can now:

1. Set up the repo with git submodules as usual (git submodule add git@somewhere:folder/mysubmodule.git)

2. Modify your .gitmodules file as follows

    [submodule "mysubmodule"]
      path = mysubmodule
      url = ../../group/mysubmodule.git
   

   where `../../group/mysubmodule.git' is a relative path from your repository to the submodule's one.

3. Add the following lines to gitlab-ci.yml

    variables:
      GIT_SUBMODULE_STRATEGY: recursive
   

   to instruct the runner to fetch all submodules before the build.

Caveat: if your runner seems to ignore the GIT_SUBMODULE_STRATEGY directive, you should probably consider updating it.

(source: https://docs.gitlab.com/ce/ci/git_submodules.html)

I'm posting this as an answer since others weren't completely clear and/or detailed IMHO

Starting from GitLab 8.12+, assuming the submodule repo is in the same server as the one requesting it, you can now:

1. Set up the repo with git submodules as usual (git submodule add git@somewhere:folder/mysubmodule.git)

2. Modify your .gitmodules file as follows

    [submodule "mysubmodule"]
      path = mysubmodule
      url = ../../group/mysubmodule.git
   

   where ../../group/mysubmodule.git is a relative path from your repository to the submodule's one.

3. Add the following lines to gitlab-ci.yml

    variables:
      GIT_SUBMODULE_STRATEGY: recursive
   

   to instruct the runner to fetch all submodules before the build.

Caveat: if your runner seems to ignore the GIT_SUBMODULE_STRATEGY directive, you should probably consider updating it.

(source: https://docs.gitlab.com/ce/ci/git_submodules.html)