You might create a DjVu image out of GIF pictures using DjVU Solo program. This is highly uncommon as regularly JPEGs are used for creation of DjVu publications.
Convert Graphics interchange file format to DjVu image file.
We have found one software suitable in our database for this conversion.
Microsoft Windows software - convert gif to djvu on Windows
A program for making DJVU images
Convert from gif file format
The table with program actions contains information about what each program is capable of doing with their files. This may be a good pointer for further searches for certain file conversions and help you find the converter you are looking for if our search result is insufficient for you. However, it is far from perfect and may sometimes show results which are not really usable because of the nature of the software handles the files. So a conversion that appears as possible, just because of matched actions, may in fact not be possible.