A common reason occurs is if you don't also load jqueryui after loading jquery.
For example:
<script src="https://ajax.googleapis.com/ajax/libs/jquery/1.5.1/jquery.min.js" type="text/javascript"></script>
<script src="https://ajax.googleapis.com/ajax/libs/jqueryui/1.11.4/jquery-ui.min.js" type="text/javascript"></script>
EDIT. Replace the version number for each library with appropriate or latest values for jquery and jqueryui.
If this doesn't solve the issue, review suggestions in the many other answers.