WRONG
It might not work, but I think that in our current circumstances it is worth to try.
Using the structure “worth to do something” is a very common mistake. It is ALWAYS WRONG.
RIGHT
It might not work, but I think that in our current circumstances it is worth trying.
Other examples:
WRONG
In order to strengthen our position in the case, it is worth to consider including some of the claims presented in the memorandum of 25 August.
RIGHT
In order to strengthen our position in the case, it is worth considering including some of the claims presented in the memorandum of 25 August.
WRONG
As we do not know how the situation might change, it is worth to anticipate several possible scenarios.
RIGHT
As we do not know how the situation might change, it is worth anticipating several possible scenarios.
In the above examples, “worth” is a preposition. It is followed by the –ing form of a verb (which is technically a gerund – an –ing form which behaves grammatically like a noun). “Worth” can also be followed by a noun/noun phrase:
Their proposal is simply not worth consideration.
We took my grandmother’s wedding ring to the jewellers and they said it’s worth $4000.
Mazuria is a beautiful place. If you go to Poland, it’s well worth a visit.
My assistant is worth her weight in gold. When she goes on maternity leave, I don’t know how I’ll replace her.
“Worth” can also be a noun meaning “value”.
According to our estimates, there is still several million dollars-worth of oil left in the ground.
Her net worth is over $100 million.
The shares have a worth of EUR 10,000.
The difference between “worth” and “worthy”
I have also seen similar mistakes like this:
WRONG
It might not work, but I think that in our current circumstances it is worthy to try.
RIGHT
It might not work, but I think that in our current circumstances it is worth trying.
Although the words “worth” and “worthy” are closely connected, they are used differently. For example, the following sentences mean the same thing, but as you can see, the grammar following the words “worth” and worthy” is different:
That idea is simply not worth discussing.
That idea is simply not worthy of discussion.
“Worthy” is an adjective that means “having value”. Common collocations are “a worthy cause”, “a worthy successor”, “worthy of acclaim”, “worthy of praise”.
Common Mistakes in Business English 
Hi, thanks for the useful explanation.
I wonder, however, why you consider ‘worth’ a preposition in the given examples. I get that it relates the verb ‘to be’ to the gerund, as prepositions do, which is quite convincing, but then Cambridge dictionary considers it an adjective, and provides examples such as ‘There’s nothing worth reading in this newspaper.’, which function exactly the same.
Best,
I assume the research I did at the time indicated that ‘worth’ is a preposition. But yes, it seems that it is also widely considered an adjective, although some sources do still consider it a preposition. I guess it most likely depends on each particular usage. Check out Stack Exchange here: https://english.stackexchange.com/questions/83940/what-part-of-speech-is-worth