For systemd systems:
You have to specify the backend in /etc/fail2ban/jail.conf to use systemd as follows:
[DEFAULT]
backend = systemd
Then restart fail2ban:
systemctl restart fail2ban
Edit:
I'm a heavy CentOS/RHEL/Fedora guy so you may have to adapt what I say a bit. As far as this answer, you may have to update the fail2ban package to a version that supports systemd as a backend or you'll have to install rsyslog and add the following to your /etc/rsyslog.conf:
authpriv.* /var/log/auth.log
This will make sure sshd auth logs are logging to /var/log/auth.log which will be read by the default pyinotify backend in fail2ban:
