CORS jQuery AJAX request

I'm having troubles with an ajax request. I was getting the error

No 'Access-Control-Allow-Origin' header is present on the requested resource.

So what I tried was this jQuery ajax request:

var request = $.ajax({
    type: 'GET',
    url: url,
    dataType: "json",
    xhrFields: {
        withCredentials: true
    }
});
request.done(function(data){
    console.log(data);
});    

But it is still not working. I am still getting the error.

How should I fix this?