How to include an animated pdf

I’d like to include a PDF generated with the animate package as a figure in a large document. The document compiles without any errors. Yet, the animation is not included. Can animated PDFs not be handled by pdfLaTeX?

A MWE:

documentclass{article}
usepackage{graphicx}

begin{document}
begin{figure}
    centering
    includegraphics[width=0.9textwidth]{animated.pdf}
    caption{Caption}
end{figure}
end{document}

"animated.pdf" is an arbitrary PDF, generated with animategraphics, for example animated.pdf.

Also inclusion with the pdfpages package results in a blank page.
Am I missing something or how can I include such a file in a document? Or do I always need to generate the animation in the actual document?