Delete item (Row) from DataList using jQuery AJAX and WebMethod in ASP.Net

Here I have created sample that full fill your requirement.

HTML

<div>
    <asp:DataList ID="DataList1" runat="server">
        <HeaderTemplate>
            <table border="0" cellpadding="0" cellspacing="0">
                <tr>
                    <td>
                        Customer Id
                    </td>
                    <td>
                        Name
                    </td>
                    <td>
                        Country
                    </td>
                    <td>
                    </td>
                </tr>
        </HeaderTemplate>
        <ItemTemplate>
            <tr>
                <td>
                    <asp:Label ID="lblCustomerId" Text='<%# Eval("CustomerId") %>' runat="server" />
                </td>
                <td>
                    <asp:Label ID="lblName" Text='<%# Eval("Name") %>' runat="server" />
                </td>
                <td>
                    <asp:Label ID="lblCountry" Text='<%# Eval("Country") %>' runat="server" />
                </td>
                <td>
                    <asp:LinkButton ID="lnkDelete" Text="Delete" runat="server" />
                </td>
            </tr>
        </ItemTemplate>
        <FooterTemplate>
            </table>
        </FooterTemplate>
    </asp:DataList>
    <script type="text/javascript" src="http://ajax.googleapis.com/ajax/libs/jquery/1.8.3/jquery.min.js"></script>
    <script type="text/javascript">
        $(function () {
            $("[id*=DataList1] [id*=lnkDelete]").click(function () {
                if (confirm("Do you want to delete this Customer?")) {
                    var row = $(this).closest("tr");
                    var customerId = parseInt(row.find("[id*=lblCustomerId]").html());
                    $.ajax({
                        type: "POST",
                        url: "CS.aspx/DeleteCustomer",
                        data: '{customerId: ' + customerId + '}',
                        contentType: "application/json; charset=utf-8",
                        dataType: "json",
                        success: function (r) {
                            if (r.d) {
                                row.remove();
                                if ($("[id*=DataList1] td").length == 0) {
                                    $("[id*=DataList1] tbody").append("<tr><td colspan = '4' align = 'center'>No records found.</td></tr>")
                                }
                                alert("Customer record has been deleted.");
                            }
                        }
                    });
                }
                return false;
            });
        });
    </script>
</div>

protected void Page_Load(object sender, EventArgs e)
{
    if (!this.IsPostBack)
    {
        this.BindDataList();
    }
}

private void BindDataList()
{
    string conString = ConfigurationManager.ConnectionStrings["constr"].ConnectionString;
    using (SqlConnection con = new SqlConnection(conString))
    {
        using (SqlCommand cmd = new SqlCommand("SELECT * FROM Customers"))
        {
            using (SqlDataAdapter sda = new SqlDataAdapter())
            {
                cmd.Connection = con;
                sda.SelectCommand = cmd;
                DataTable dt = new DataTable();
                sda.Fill(dt);
                DataList1.DataSource = dt;
                DataList1.DataBind();
            }
        }
    }
}

[WebMethod]
public static bool DeleteCustomer(int customerId)
{
    string conString = ConfigurationManager.ConnectionStrings["constr"].ConnectionString;
    using (SqlConnection con = new SqlConnection(conString))
    {
        using (SqlCommand cmd = new SqlCommand("DELETE FROM Customers WHERE CustomerId = @CustomerId"))
        {
            cmd.Connection = con;
            cmd.Parameters.AddWithValue("@CustomerId", customerId);
            con.Open();
            int rowsAffected = cmd.ExecuteNonQuery();
            con.Close();
            return rowsAffected > 0;
        }
    }
}

Screenshot