Recently installed machines often do this, because the official website is too slow, so I copied the steps on the official website
$ uname -r
$ apt-get install apt-transport-https ca-certificates
$ apt-key adv --keyserver hkp://p80.pool.sks-keyservers.net:80 --recv-keys58118E89F3A912897C070ADBF76221572C52609D
$ echo "deb https://apt.dockerproject.org/repo ubuntu-xenial main" > /etc/apt/sources.list.d/docker.list
$ apt-get install linux-image-extra-$(uname -r) linux-image-extra-virtual
$ apt-get install docker-engine