Status messages with AJAX
You can render the status messages and send them as anohter AJAX command. 

For example:

$commands = array();

// Add other commands

$commands[] = ajax_command_prepend('div#ajax-status-messages-wrapper', theme('status_messages'));

return array('#type' =&gt; 'ajax', '#commands' =&gt; $commands);


At least this is the way I solved this problem when I faced it.