You can use :
$(window).unload(function() {
//do something
});
Unload()
is deprecated in jQuery version 1.8, so if you use jQuery > 1.8 you can use even beforeunload instead.
The beforeunload event fires whenever the user leaves your page for any reason.
$(window).on("beforeunload", function() {
return confirm("Do you really want to close?");
});
Source Browser window close event