Most of the server versions for ubuntu doesn’t comes by default with this extremely useful feature, in order to use it you just need to:
sudo apt-get install bash-completion
And add this text to the ~/.bashrc
file
# enable bash completion in interactive shells
if ! shopt -oq posix; then
if [ -f /usr/share/bash-completion/bash_completion ]; then
. /usr/share/bash-completion/bash_completion
elif [ -f /etc/bash_completion ]; then
. /etc/bash_completion
fi
fi
And just logout and login again, it should work now!