Access WEB API from my local server

So I'm trying to get access to a WEB API from my local server, using hurl.it it's no problem. But on my local server I'm getting this:

Failed to load http://ift.tt/2iMrUm0: Response to preflight request doesn't pass access control check: No 'Access-Control-Allow-Origin' header is present on the requested resource. Origin 'http://localhost:3000' is therefore not allowed access. The response had HTTP status code 404.

I've checked the response from the server and it gives me the Access-Control-Allow-Origin: *, which is needed for me to access it.

I'm using vue.js with axios, should not depend on that I believe but who knows :)

Thanks!