AS OF MAY 2016, THIS PLUGIN IS NOT BEING MAINTAINED AND WILL NOT RECEIVE ANY FUTURE UPDATES. 
CONTACT ME IF YOU’D LIKE TO LIST AN ALTERNATIVE HERE.
Alternatives: 
– https://wordpress.org/plugins/footnotation/
This plugin provides an extremely easy way to add elegant looking footnotes to 
your posts. The syntax is natural, simple to understand, and degrades 
gracefully if the plugin is removed. Footnotes are linked unobtrusively and the 
note itself links back to the original text where the footnote is referenced.
Adding footnotes to a post is simple. Just type them inline in your post in 
square brackets like this:
<pre><code> [1. This is a footnote.]
</code></pre>
Each footnote must have a number followed by a period and a space and then the 
actual footnote. They don’t have to be unique but it is recommended. It doesn’t 
matter what the numbers are since the footnotes will be automatically 
renumbered when the post is displayed.
Footnotes can contain anything you’d like including links, images, etc. 
Footnotes are automatically linked back to the spot in the text where the note 
was made.
<h4>Settings</h4>
Only show footnotes on single post/page: This option will hide 
footnotes on the main blog page. Footnote numbers will still appear 
but link to the individual post/page URL.
Collapse footnotes until clicked: When checked, footnotes are 
hidden until manually expanded or a footnote number is clicked.
Note: Do not include square brackets [] inside the footnotes themselves.
Note: Footnote numbers don’t need to be unique but it is recommended, 
especially if the text is identical for multiple footnotes. If you have 
multiple footnotes with the exact same text and number then you’ll get weird 
and incorrect footnotes on your post.

FD Footnotes Plugin

Add elegant looking footnotes to your posts simply and naturally.

Corrado Franco

This plugin allows one to create footnotes by using markdown notation. 
It is for footnotes only. No other markdown tag is taken into account
Example:
<pre><code>I have more [^1] to say up here.

[^1]: To say down here.
</code></pre>
If used with jetpack and enabled markdown, it only shows the buttons without modifying the text content. 
Unlike jetpack-markdown, footnotes will appear in the exact point where they have been inserted. To go back to text mode click on the footnote number.
N.B 
This plugin also works with Gutenberg. But the button only appears in the Classic Editor. 
For now with Gutenberg enter the codes directly.
<h3>Configuration</h3>
No configuration is necessary.
Considering that this plugin, like others working with “markdown”, parsing the page every time I load it, I highly recommend using a caching plugin.

Blank Footnotes

Simple plugin to show footnotes using markdown notation.

FD Footnotes Plugin vs Blank Footnotes