To make an AJAX request with jQuery, use the `.ajax()` method.
This method allows you to perform asynchronous HTTP requests to retrieve or send data. 
For example: 
$.ajax({ 
         url: 'https://api.example.com/data', 
        method: 'GET',  
        success: function(data) { 
                      console.log(data); 
        }, 
       error: function(jqXHR, textStatus, errorThrown) { 
                     console.log('Error:', textStatus); 
       } 
});

makes a GET request to the specified URL. 
You can customize the request with options like `url`, `method`, `data`, and `success` callbacks to handle the response.