How to return 401 instead of 302 in ASP.NET Core?

If the request header contains X-Requested-With: XMLHttpRequest the status code will be 401 instead of 302

private static bool IsAjaxRequest(HttpRequest request)
    {
        return string.Equals(request.Query["X-Requested-With"], "XMLHttpRequest", StringComparison.Ordinal) ||
            string.Equals(request.Headers["X-Requested-With"], "XMLHttpRequest", StringComparison.Ordinal);
    }

See on gitHub: https://github.com/aspnet/Security/blob/5de25bb11cfb2bf60d05ea2be36e80d86b38d18b/src/Microsoft.AspNetCore.Authentication.Cookies/Events/CookieAuthenticationEvents.cs#L40-L52

As of ASP.NET Core 2.x:

services.ConfigureApplicationCookie(options =>
{
    options.Events.OnRedirectToLogin = context =>
    {
        context.Response.StatusCode = 401;    
        return Task.CompletedTask;
    };
});