Wildcards in jQuery attribute's name selector?

You can't write a selector with a wildcard for attribute names. There isn't a syntax for that in the standard, and neither in jQuery.

There isn't a very efficient way to get just the elements you want without looping through every element in the DOM. It's best that you have some other way of narrowing down your selection to elements that are most likely to have these namespaced data attributes, and examine just these elements, to reduce overhead. For example, if we assume only p elements have these attributes (of course, you may need to change this to suit your page):

$("p").each(function() {
  const data = $(this).data();
  for (const i in data) {
    if (i.indexOf("my") === 0) {
      $(this).addClass("myClass");
      break;
    }
  }
});

.myClass {
  color: #f00;
}

<script src="https://ajax.googleapis.com/ajax/libs/jquery/2.1.1/jquery.min.js"></script>
<p data-my-data="aa">foo</p>
<p data-my-info="bb">bar</p>
<p>baz</p>

there is no wildcarding for attribute names.so u can get result like below

$( "p" ).each(function( i ) {
    element=this;
    $.each(this.attributes, function() {
       if(this.name.indexOf('data-my-') != -1) $(element).addClass("myClass");
    });
});

Just a slightly shorter, but otherwise very similar version to @BoltClock's.

Note: using ES6 syntax.

$('p')
  .filter((_, el) => Object.keys($(el).data()).find(dataKey => dataKey.indexOf('my') === 0))
  .addClass('myClass');

.myClass { color: red; }

<script src="https://ajax.googleapis.com/ajax/libs/jquery/2.1.1/jquery.min.js"></script>
<p data-my-data="aa">foo</p>
<p data-my-info="bb">bar</p>
<p>baz</p>