How to read the "XML format" date which is returned from an API using $.ajax() ?

How to read the "XML format" date which is returned from an API using $.ajax() ?

I would like to get get some data which format is "XML" and it is returned from an API. However, the $.ajax() doesn't work in this case? But the same code works when the "XML format" data is from an XML file. Can anyone tell me why?