You must disable System Integrity Projection.

1. Restart the computer, while booting hold down Command-R to boot into recovery mode.
2. Once booted, navigate to the “Utilities > Terminal” in the top menu bar.
3. Enter csrutil disable in the terminal window and hit the return key.
4. Restart the machine and System Integrity Protection will now be disabled.

source: http://mattjanik.ca/blog/2015/10/01/refind-on-el-capitan/

You must disable System Integrity Projection.

1. Restart the computer, while booting hold down Command-R to boot into recovery mode.
2. Once booted, navigate to the “Utilities > Terminal” in the top menu bar.
3. Enter csrutil disable in the terminal window and hit the return key.
4. Restart the machine and System Integrity Protection will now be disabled.

source: http://mattjanik.ca/blog/2015/10/01/refind-on-el-capitan/