There is a global configuration using jQuery. This code runs on every global ajax request.
<div id='ajax_loader' style="position: fixed; left: 50%; top: 50%; display: none;">
<img src="themes/img/ajax-loader.gif"></img>
</div>
<script type="text/javascript">
jQuery(function ($){
$(document).ajaxStop(function(){
$("#ajax_loader").hide();
});
$(document).ajaxStart(function(){
$("#ajax_loader").show();
});
});
</script>
Here is a demo: http://jsfiddle.net/sd01fdcm/