Index: wp-includes/class-oembed.php
===================================================================
--- wp-includes/class-oembed.php	(revision 15621)
+++ wp-includes/class-oembed.php	(working copy)
@@ -242,7 +242,7 @@
 					return false;
 
 				$title = ( !empty($data->title) ) ? $data->title : '';
-				$return = '<img src="' . esc_url( $data->url ) . '" alt="' . esc_attr($title) . '" width="' . esc_attr($data->width) . '" height="' . esc_attr($data->height) . '" />';
+				$return = '<a href="' . esc_url( $url ) . '"><img src="' . esc_url( $data->url ) . '" alt="' . esc_attr($title) . '" width="' . esc_attr($data->width) . '" height="' . esc_attr($data->height) . '" /></a>';
 				break;
 
 			case 'video':