Hi AjayP,
Refer the below link.
Or
Refer the below code.
HTML
<div class="ui-widget">
    <select id="combobox">
        <option value="">Select one...</option>
        <option value="ActionScript">ActionScript</option>
        <option value="AppleScript">AppleScript</option>
        <option value="Asp">Asp</option>
        <option value="BASIC">BASIC</option>
        <option value="C">C</option>
        <option value="C++">C++</option>
        <option value="Clojure">Clojure</option>
        <option value="COBOL">COBOL</option>
        <option value="ColdFusion">ColdFusion</option>
        <option value="Erlang">Erlang</option>
        <option value="Fortran">Fortran</option>
        <option value="Groovy">Groovy</option>
        <option value="Haskell">Haskell</option>
        <option value="Java">Java</option>
        <option value="JavaScript">JavaScript</option>
        <option value="Lisp">Lisp</option>
        <option value="Perl">Perl</option>
        <option value="PHP">PHP</option>
        <option value="Python">Python</option>
        <option value="Ruby">Ruby</option>
        <option value="Scala">Scala</option>
        <option value="Scheme">Scheme</option>
    </select>
</div>
<div>
    <link rel="stylesheet" href="http://code.jquery.com/ui/1.12.0/themes/base/jquery-ui.css">
    <script type="text/javascript" src="https://code.jquery.com/jquery-1.12.4.js"></script>
    <script type="text/jscript" src="https://code.jquery.com/ui/1.12.0/jquery-ui.js"></script>
    <style>
        .custom-combobox
        {
            position: relative;
            display: inline-block;
        }
        .custom-combobox-toggle
        {
            position: absolute;
            top: 0;
            bottom: 0;
            margin-left: -1px;
            padding: 0;
        }
        .custom-combobox-input
        {
            margin: 0;
            padding: 5px 10px;
        }
    </style>
    <script type="text/jscript">
        $(function () {
            $.widget("custom.combobox", {
                _create: function () {
                    this.wrapper = $("<span>")
        .addClass("custom-combobox")
        .insertAfter(this.element);
                    this.element.hide();
                    this._createAutocomplete();
                    this._createShowAllButton();
                },
                _createAutocomplete: function () {
                    var selected = this.element.children(":selected"), value = selected.val() ? selected.text() : "";
                    this.input = $("<input>")
        .appendTo(this.wrapper)
        .val(value)
        .attr("title", "")
        .addClass("custom-combobox-input ui-widget ui-widget-content ui-state-default ui-corner-left")
        .autocomplete({
            delay: 0,
            minLength: 0,
            source: $.proxy(this, "_source")
        })
        .tooltip({
            classes: {
                "ui-tooltip": "ui-state-highlight"
            }
        });
                    this._on(this.input, {
                        autocompleteselect: function (event, ui) {
                            ui.item.option.selected = true;
                            this._trigger("select", event, {
                                item: ui.item.option
                            });
                        },
                        autocompletechange: "_removeIfInvalid"
                    });
                },
                _createShowAllButton: function () {
                    var input = this.input,
        wasOpen = false;
                    $("<a>")
        .attr("tabIndex", -1)
        .attr("title", "Show All Items")
        .tooltip()
        .appendTo(this.wrapper)
        .button({
            icons: {
                primary: "ui-icon-triangle-1-s"
            },
            text: false
        })
        .removeClass("ui-corner-all")
        .addClass("custom-combobox-toggle ui-corner-right")
        .on("mousedown", function () {
            wasOpen = input.autocomplete("widget").is(":visible");
        })
        .on("click", function () {
            input.trigger("focus");
            // Close if already visible
            if (wasOpen) {
                return;
            }
            // Pass empty string as value to search for, displaying all results
            input.autocomplete("search", "");
        });
                },
                _source: function (request, response) {
                    var matcher = new RegExp($.ui.autocomplete.escapeRegex(request.term), "i");
                    response(this.element.children("option").map(function () {
                        var text = $(this).text();
                        if (this.value && (!request.term || matcher.test(text)))
                            return {
                                label: text,
                                value: text,
                                option: this
                            };
                    }));
                },
                _removeIfInvalid: function (event, ui) {
                    // Selected an item, nothing to do
                    if (ui.item) {
                        return;
                    }
                    // Search for a match (case-insensitive)
                    var value = this.input.val(),
        valueLowerCase = value.toLowerCase(),
        valid = false;
                    this.element.children("option").each(function () {
                        if ($(this).text().toLowerCase() === valueLowerCase) {
                            this.selected = valid = true;
                            return false;
                        }
                    });
                    // Found a match, nothing to do
                    if (valid) {
                        return;
                    }
                    // Remove invalid value
                    this.input
        .val("")
        .attr("title", value + " didn't match any item")
        .tooltip("open");
                    this.element.val("");
                    this._delay(function () {
                        this.input.tooltip("close").attr("title", "");
                    }, 2500);
                    this.input.autocomplete("instance").term = "";
                },
                _destroy: function () {
                    this.wrapper.remove();
                    this.element.show();
                }
            });
            $("#combobox").combobox();
        });
    </script>
</div>
 
Screenshot
 
I hope this code help you.