In my case, I have to run some more steps to build it on RedHat or Centos.
# get system libraries
sudo yum install -y gcc wget
# get stable version and untar it
wget http://download.redis.io/redis-stable.tar.gz
tar xvzf redis-stable.tar.gz
cd redis-stable
# build dependencies too!
cd deps
make hiredis jemalloc linenoise lua geohash-int
cd ..
# compile it
make
# make it globally accesible
sudo cp src/redis-cli /usr/bin/