XMLHttpRequest is a JavaScript object that allows web pages to communicate with servers without needing to reload the entire page. This means that when you interact with a website, like submitting a form or loading new content, the page can update dynamically, providing a smoother user experience. It works by sending requests to a server and receiving responses, which can then be processed and displayed on the page. Using XMLHttpRequest is essential for creating modern web applications, as it enables features like auto-saving, real-time updates, and interactive content. Developers can easily implement it to fetch data in the background, making websites more responsive and engaging for users.