We see this a lot with OAuth2 integrations. We provide API services to our Customers, and they'll naively try to put their private key into an AJAX call. This is really poor security. And well-coded API Gateways, backends for frontend, and other such proxies, do not allow this. You should get this error.
I will quote @aspillers comment and change a single word: "Access-Control-Allow-Origin
is a header sent in a server response which indicates IF the client is allowed to see the contents of a result".
ISSUE: The problem is that a developer is trying to include their private key inside a client-side (browser) JavaScript request. They will get an error, and this is because they are exposing their client secret.
SOLUTION: Have the JavaScript web application talk to a backend service that holds the client secret securely. That backend service can authenticate the web app to the OAuth2 provider, and get an access token. Then the web application can make the AJAX call.