Jquery in React is not defined

I just want to receive ajax request, but the problem is that jQuery is not defined in React.

Then don't use it. Use Fetch and have a look at Fetch polyfill in React not completely working in IE 11 to see example of alternative ways to get it running

Something like this

const that = this; 
fetch('http://jsonplaceholder.typicode.com/posts') 
  .then(function(response) { return response.json(); }) 
  .then(function(myJson) { 
     that.setState({data: myJson}); // for example
  });

Try add jQuery to your project, like

npm i jquery --save

or if you use bower

bower i jquery --save

then

import $ from 'jquery';