X stores every GIF as a small MP4 video, which is why most tools give you an MP4. That file is smaller and sharper than a GIF.
If you need an actual .gif (for example for an old chat app), tap Edit and choose GIF. The conversion runs on your device.
How to download from X
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Open X and find the post you want to save.
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Tap Share (the arrow under the post), then Copy link.
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Paste the link in the box above. We find the media automatically.
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Choose a quality and tap Download. The file saves to your device.