Associate pull or merge requests to a Jira issue by inserting the Jira issue key to the pull request when creating them.
Create a pull/merge request and associate it to a Jira issue:
Set base and compare as required. (branch to master)
Enter a new pull request title on the provided box. Mention a Jira issue key in the title to associate it to the said Jira issue.
Also, mentioning a Jira issue key on the description will associate this pull request to the said Jira issue.