First, you need to trust the Draios GPG key, configure the apt repository, and update the package list

curl -s https://s3.amazonaws.com/download.draios.com/DRAIOS-GPG-KEY.public | apt-key add -
curl -s -o /etc/apt/sources.list.d/draios.list http://download.draios.com/stable/deb/draios.list
apt-get update

Install sysdig:

apt-get install -y sysdig

Ok, now if you try start sysdig it won't work. Sysdig is not compatible with Proxmox outside of the box BUT we can make it work! First install the proxmox kernel (pve) (source):

aptitude update && aptitude install  pve-headers-`uname -r`

Then run these extra commands (see this github issue), don't forget to change "0.9.0" with the sysdig version you installed.

cd /var/lib/dkms/sysdig/0.9.0/source/
sed -i 's/for_each_process/for_each_process_all/g' *.[ch]
sed -i 's/while_each_thread/while_each_thread_all/g' *.[ch]
sed -i 's/do_each_thread/do_each_thread_all/g' *.[ch]

# build sysdig kernel module
dkms build -m sysdig -v 0.9.0
dkms install --force -m sysdig -v 0.9.0

Alright! You should now be able to run sysdig and csysdig on proxmox!