I want to use XA complaint IBM Websphere MQ. What is the minimum version of Websphere MQ supporting this feature of distributed transaction?.
Additionally I will be using IBM MQ classes for JMS
It's not clear if you are asking just about an XA MQ client or a queue manager that can act as an XA resource manager. In either case, any MQ version older than v7 is no longer supported by IBM so at a minimum you should be using MQ v7.0.1, preferably one even more recent because that version has end of support September this year.
All versions of MQ can act as an XA transaction coordinator or use the services of an external XA transaction coordinator. For details of which implementations of XA are compatible with MQ, please see the Detailed System Requirements page for your version of MQ and drill down.
As of 24 April 2012, all versions of IBM MQ client are licensed for XA transactionality and include that functionality built in. However, it is necessary to download and use the client software posted by IBM after that date to qualify because that process includes agreeing to the new license terms.
Also, any transactional client installation which pre-dates the new release will show up on most license audit tools as requiring a full MQ Server license. So if you are using IBM Tivoli License Manager or other compliance tool and it flags the client as unlicensed, just download a fresh copy and reinstall.
This link explains how the Extended Transactional Client (XA) has been incorporated into the base client and provides XA functionality free of charge at MQ clients of version v7.x and higher.