I presume you mean, you are making an xmlHttpRequest inside the HTML control of Adobe Air. AIR provides no functionality on trapping calls originating from the web page that are not a part of the user action. Thus, your AJAX query will move the same way as in a browser. The only luck you may have is with JavaScript to trap the response of the call and use it.
On a side note, you may try loading the same URL with URLLoader/URLStream using a HEAD request in Adobe AIR, with URLRequest.followRedirects set to false. Then listen to HTTPStatusEvent and read the Location response header. HTH.