Here is my controller:
[HttpPost]
public FileResult Download(TrainingModel pass)
{
    return File(pass.filePath, "image\jpg", "haha.jpg");
}
And here is my AJAX:
function fncDownloadImage(fileName)
{
    //passes the fileName the parameter to the Model
    var download = {'filePath' : fileName}
        $.ajax({
        type: "POST",
        url: '/Capability/Download',
        data: JSON.stringify(download),
        contentType: 'application/json; charset=utf-8',
        success: function (response) {
        },
        error: function (XMLHttpRequest, textStatus, errorThrown) {
            alert(textStatus);
        }
    });
}
How to download the file with the above code? When I checked the Network tab on Developer Tools the image is present on the Preview. 
 
     
    