Assuming that we have a Textbox and Button on the ASP.NET page like below.

<asp:TextBox ID="txtName" runat="server"></asp:TextBox>
<asp:Button ID="btnSubmit" runat="server" Text="Submit" 
OnClientClick="return validate()" />

Now, Add the below code snippet on the page source.

<script language="javascript" type="text/javascript">
function ValidateTextBox()     
{
   if(document.getElementById("<%=txtName.ClientID%>").value == "")         
  {                
    alert("Name Field Cannot be Empty");
   document.getElementById("<%=txtName.ClientID%>").focus();
    return false;       
   }
    return true;
}
</script>

Once you have completed the above steps, just run the project and see the result.

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Regards,