[Django]-Django: set session via Ajax

Add {% csrf_token %} as normal then add a pre-request callback function beforeSend on your AJAX POST etc:

  beforeSend: function (request) {
   request.setRequestHeader("X-CSRFToken",
       $('input[name="csrfmiddlewaretoken"]').val());
   },

If using an API Framework like TastyPie you have other options for authentication. See here: How can I login to django using tastypie