As user2840784 points out, you need the callback for this to work. To elaborate on their answer, the client library will need to specify a 'client side callback' when making the request for example:
http://my-service.com/get-data.json?callback=callThisFunction
If you're using jQuery on the client side, jQuery will provide the callback name for you when you make the $.ajax request, so your request will look like:
http://my-service.com/get-data.json?callback=jQuery123456789
Behind the scenes, jQuery secretly creates a function with the name jQuery123456789 (or something) to handle your data when it's loadded.
What you have to do is make sure you wrap your JSON output with the callback function name, so if your response JSON would look like this:
{"a":1, "b":2}
... then you need to wrap it so it looks like this:
jQuery123456789('{"a":1, "b":2}')
Again, as user2840784 pointed out, you can get the name of the callback from req.query.jsonp.
Hth,
Aaron