Ok, I found what's happening. I have a wrapping DIV tag and it causing problems.
<?php
$docx = new CreateDocx();
$html = '
<div>
<p>Text</p>
<phpdocx_footnote>
<p>Here <span class="italicc">comes</strong> the </p>
<phpdocx_footnote_textdocument data-text=" footnote" />
<phpdocx_footnote_textfootnote>
<p>Text <em>footnote</em></p>
</phpdocx_footnote_textfootnote>
<p> and some other text.</p>
</phpdocx_footnote>
<p>Text</p>
<table border="0" width="100%">
<tr valign="top">
<td width="50%"></td>
<td width="50%">
<p>Text</p>
</td>
</tr>
</table>
<p>Text</p>
</div>
';
$docx->embedHTML($html, array('useHTMLExtended' => true));
$docx->createDocx('output');
But actually I need this DIV tag to be there.