Capturing ajax response from external website

My question is a bit odd: is there any way to capture JSON responses on an external website?

I have an external website (not mine) and it sends AJAX requests, then gets a response. I would like to access the response programatically and parse the contents (to just print on the screen)

What I have tried so far: use <iframe> but no good result. Nothing else comes to my mind* unfortunately hence I ask more experienced colleagues.

*-Wireshark etc is rather out of scope