Most of the jQuery Ajax methods return an XMLHttpRequest (or the equivalent) object, so you can just use abort().

See the documentation:

  • abort Method (MSDN). Cancels the current HTTP request.
  • abort() (MDN). If the request has been sent already, this method will abort the request.

var xhr = $.ajax({
    type: "POST",
    url: "some.php",
    data: "name=John&location=Boston",
    success: function(msg){
       alert( "Data Saved: " + msg );
    }
});

//kill the request
xhr.abort()

UPDATE: As of jQuery 1.5 the returned object is a wrapper for the native XMLHttpRequest object called jqXHR. This object appears to expose all of the native properties and methods so the above example still works. See The jqXHR Object (jQuery API documentation).

UPDATE 2: As of jQuery 3, the ajax method now returns a promise with extra methods (like abort), so the above code still works, though the object being returned is not an xhr any more. See the 3.0 blog here.

UPDATE 3 : xhr.abort() still works on jQuery 3.x. Don't assume the update 2 is correct. More info on jQuery Github repository.