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    <p>The AJAX call you are making, is making a request to a domain outside of the domain of the top level url(the url in the address bar). This results in it being a 3rd party cookie, by default Internet explorer won't persist a 3rd party cookie. Meaning that the cookie will come back in the Set-Cookie header on the first request, but subsequent requests that you make to that server will not have that cookie sent in the request.</p> <p>Like you said, if you go directly to the url in your browser it works. This is because in this case it's a first party cookie.</p> <p>In order for IE to accept 3rd party cookie's the server that is sending the <code>SET-COOKIE</code> header on it's response, must also have a P3P Policy Header set.</p> <p>Here is an example, when you navigate to CNN, you will notice one of the requests it makes is to a domain name of b.scorecardresearch.com, scorecardresearch is dropping a tracking cookie, but this cookie is considered a 3rd party cookie. So in order to make it work they had to also in include a <code>p3p</code> header, see headers below:</p> <pre><code>HTTP/1.1 200 OK Content-Length: 43 Content-Type: image/gif Date: Thu, 02 Dec 2010 19:57:16 GMT Connection: keep-alive Set-Cookie: UID=133a68a4-63.217.184.91-1288107038; expires=Sat, 01-Dec-2012 19:57:16 GMT; path=/; domain=.scorecardresearch.com P3P: policyref="/w3c/p3p.xml", CP="NOI DSP COR NID OUR IND COM STA OTC" Expires: Mon, 01 Jan 1990 00:00:00 GMT Pragma: no-cache Cache-Control: private, no-cache, no-cache=Set-Cookie, no-store, proxy-revalidate Server: CS </code></pre> <p>If you were to copy this header and add it to the response, you would notice that the cookie's start working, </p> <pre><code>P3P: policyref="/w3c/p3p.xml", CP="NOI DSP COR NID OUR IND COM STA OTC" </code></pre> <p>It's best that you craft a P3P header specific for your business, but the above should work for testing purposes.</p>
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