EDIT
This answer has been deprecated and doesn't work on Chrome. You will most probably end up using the auxclick event, but please refer to other answers below.
/EDIT
beggs' answer is correct, but it sounds like you want to prevent the default action of the middle click. In which case, include the following
$("#foo").on('click', function(e) {
if (e.which == 2) {
e.preventDefault();
alert("middle button");
}
});
<script src="https://cdnjs.cloudflare.com/ajax/libs/jquery/3.3.1/jquery.min.js"></script>
<a id="foo" href="http://example.com">middle click me</a>
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