Wordpress - How to check if I am in admin-ajax.php?

Check the constant DOING_AJAX. Its definition is the first working code in wp-admin/admin-ajax.php. Some very weird plugins, like Jetpack, are defining that constant in unexpected places, so you might include a check for is_admin() as well.

Example:

if ( is_admin() && defined( 'DOING_AJAX' ) && DOING_AJAX )
{
    // do something
}

I have asked for a simpler way to check this a long time ago, and this was finally implemented in 4.7.0.

So for WP 4.7 and higher you can use:

if ( wp_doing_ajax() )
{
    // do something
}

Good news, the function is there now.

File: /wp-includes/load.php
1037: /**
1038:  * Determines whether the current request is a WordPress Ajax request.
1039:  *
1040:  * @since 4.7.0
1041:  *
1042:  * @return bool True if it's a WordPress Ajax request, false otherwise.
1043:  */
1044: function wp_doing_ajax() {
1045:   /**
1046:    * Filters whether the current request is a WordPress Ajax request.
1047:    *
1048:    * @since 4.7.0
1049:    *
1050:    * @param bool $wp_doing_ajax Whether the current request is a WordPress Ajax request.
1051:    */
1052:   return apply_filters( 'wp_doing_ajax', defined( 'DOING_AJAX' ) && DOING_AJAX );
1053: }

Just to recap, the admin-ajax.php defines something like this.

File: /wp-admin/admin-ajax.php
11: /**
12:  * Executing Ajax process.
13:  *
14:  * @since 2.1.0
15:  */
16: define( 'DOING_AJAX', true );
17: if ( ! defined( 'WP_ADMIN' ) ) {
18:     define( 'WP_ADMIN', true );
19: }