It should work just fine in IE if it's coded right.
Maybe if you showed the code you are using now????
FWIW, for a simple list of <option>s you probably don't need to use JSON. Just returning a list of string values would surely work fine. But there's also no reason JSON shouldn't work.
An optimist sees the glass as half full.
A pessimist sees the glass as half empty.
A realist drinks it no matter how much there is.