Checkout And Run The Following Code. It will help you...
$( function() {_x000D_
$.widget( "custom.iconselectmenu", $.ui.selectmenu, {_x000D_
_renderItem: function( ul, item ) {_x000D_
var li = $( "<li>" ),_x000D_
wrapper = $( "<div>", { text: item.label } );_x000D_
_x000D_
if ( item.disabled ) {_x000D_
li.addClass( "ui-state-disabled" );_x000D_
}_x000D_
_x000D_
$( "<span>", {_x000D_
style: item.element.attr( "data-style" ),_x000D_
"class": "ui-icon " + item.element.attr( "data-class" )_x000D_
})_x000D_
.appendTo( wrapper );_x000D_
_x000D_
return li.append( wrapper ).appendTo( ul );_x000D_
}_x000D_
});_x000D_
_x000D_
$( "#filesA" )_x000D_
.iconselectmenu()_x000D_
.iconselectmenu( "menuWidget" )_x000D_
.addClass( "ui-menu-icons" );_x000D_
_x000D_
$( "#filesB" )_x000D_
.iconselectmenu()_x000D_
.iconselectmenu( "menuWidget" )_x000D_
.addClass( "ui-menu-icons customicons" );_x000D_
_x000D_
$( "#people" )_x000D_
.iconselectmenu()_x000D_
.iconselectmenu( "menuWidget")_x000D_
.addClass( "ui-menu-icons avatar" );_x000D_
} );_x000D_
</script>_x000D_
<style>_x000D_
h2 {_x000D_
margin: 30px 0 0 0;_x000D_
}_x000D_
fieldset {_x000D_
border: 0;_x000D_
}_x000D_
label
_x000D_
{_x000D_
display: block;_x000D_
}_x000D_
_x000D_
/* select with custom icons */_x000D_
.ui-selectmenu-menu .ui-menu.customicons .ui-menu-item-wrapper {_x000D_
padding: 0.5em 0 0.5em 3em;_x000D_
}_x000D_
.ui-selectmenu-menu .ui-menu.customicons .ui-menu-item .ui-icon {_x000D_
height: 24px;_x000D_
width: 24px;_x000D_
top: 0.1em;_x000D_
}_x000D_
.ui-icon.video {_x000D_
background: url("images/24-video-square.png") 0 0 no-repeat;_x000D_
}_x000D_
.ui-icon.podcast {_x000D_
background: url("images/24-podcast-square.png") 0 0 no-repeat;_x000D_
}_x000D_
.ui-icon.rss {_x000D_
background: url("images/24-rss-square.png") 0 0 no-repeat;_x000D_
}_x000D_
_x000D_
/* select with CSS avatar icons */_x000D_
option.avatar {_x000D_
background-repeat: no-repeat !important;_x000D_
padding-left: 20px;_x000D_
}_x000D_
.avatar .ui-icon {_x000D_
background-position: left top;_x000D_
}
_x000D_
<link href="//code.jquery.com/ui/1.12.1/themes/base/jquery-ui.css" rel="stylesheet"/>_x000D_
<script src="https://code.jquery.com/jquery-1.12.4.js"></script>_x000D_
<script src="https://code.jquery.com/ui/1.12.1/jquery-ui.js"></script>_x000D_
<!doctype html>_x000D_
<html lang="en">_x000D_
<head>_x000D_
<meta charset="utf-8">_x000D_
<meta name="viewport" content="width=device-width, initial-scale=1">_x000D_
<title>jQuery UI Selectmenu - Custom Rendering</title>_x000D_
_x000D_
</head>_x000D_
<body>_x000D_
_x000D_
<div class="demo">_x000D_
_x000D_
<form action="#">_x000D_
<h2>Selectmenu with framework icons</h2>_x000D_
<fieldset>_x000D_
<label for="filesA">Select a File:</label>_x000D_
<select name="filesA" id="filesA">_x000D_
<option value="jquery" data-class="ui-icon-script">jQuery.js</option>_x000D_
<option value="jquerylogo" data-class="ui-icon-image">jQuery Logo</option>_x000D_
<option value="jqueryui" data-class="ui-icon-script">ui.jQuery.js</option>_x000D_
<option value="jqueryuilogo" selected="selected" data-class="ui-icon-image">jQuery UI Logo</option>_x000D_
<option value="somefile" disabled="disabled" data-class="ui-icon-help">Some unknown file</option>_x000D_
</select>_x000D_
</fieldset>_x000D_
_x000D_
<h2>Selectmenu with custom icon images</h2>_x000D_
<fieldset>_x000D_
<label for="filesB">Select a podcast:</label>_x000D_
<select name="filesB" id="filesB">_x000D_
<option value="mypodcast" data-class="podcast">John Resig Podcast</option>_x000D_
<option value="myvideo" data-class="video">Scott González Video</option>_x000D_
<option value="myrss" data-class="rss">jQuery RSS XML</option>_x000D_
</select>_x000D_
</fieldset>_x000D_
_x000D_
<h2>Selectmenu with custom avatar 16x16 images as CSS background</h2>_x000D_
<fieldset>_x000D_
<label for="people">Select a Person:</label>_x000D_
<select name="people" id="people">_x000D_
<option value="1" data-class="avatar" data-style="background-image: url('http://www.gravatar.com/avatar/b3e04a46e85ad3e165d66f5d927eb609?d=monsterid&r=g&s=16');">John Resig</option>_x000D_
<option value="2" data-class="avatar" data-style="background-image: url('http://www.gravatar.com/avatar/e42b1e5c7cfd2be0933e696e292a4d5f?d=monsterid&r=g&s=16');">Tauren Mills</option>_x000D_
<option value="3" data-class="avatar" data-style="background-image: url('http://www.gravatar.com/avatar/bdeaec11dd663f26fa58ced0eb7facc8?d=monsterid&r=g&s=16');">Jane Doe</option>_x000D_
</select>_x000D_
</fieldset>_x000D_
</form>_x000D_
_x000D_
</div>_x000D_
_x000D_
_x000D_
</body>_x000D_
</html>
_x000D_