AJAX allows asynchronous data loading without page reloads, while jQuery is a JavaScript library that simplifies AJAX calls and DOM manipulation. AJAX uses multiple technologies like CSS, HTML, DOM to provide new functionality by combining server-side processing with client-side changes. jQuery can access the front-end more easily without needing to understand the full AJAX procedure. AJAX can overload servers due to many connections, while jQuery is lighter weight and causes less overload.