To embed a Facebook video into WordPress, just follow these steps:

WordPress 4.x

1. Get the Facebook video embed code

Click on three dot icon and select Embed

A window will open. Copy the embed code

2. Embed Facebook video into WordPress

Open Post or Page to embed the video

Place the cursor where the video will be embedded and Click on Text

Paste the embed code

And you will get results like the video below

WordPress 5.x

1. Get the Facebook video embed code

Click on three dot icon and select Embed

A window will open. Copy the embed code

2. Embed Facebook video into WordPress

Edit Post/Page > Click Minus icon > Type “HTML” > Click Custom HTML

Then paste your video embed code

Publish. Done!