Do you want to integrate Jira into your application or into Mendix Studio Pro?
For the former, Jira has a bunch of integration plugins available, like this one for rest integrations: https://marketplace.atlassian.com/apps/1218455/easy-integrations-for-jira?tab=overview&hosting=cloud
In Mendix Studio itself, there currently isn't a way to do this, but it might be possible in the future. Mendix is definitely aware that many of their clients use Jira.