Condition: jumps if CX = 0. Unlike the other conditional jumps it reads no flag at all: it looks straight at CX, without changing CX or the flags. There is no opposite "JCXNZ".

Its job is to protect a loop. LOOP decrements CX before testing it, so a loop entered with CX = 0 wraps CX to FFFFh and runs 65536 times. When the count comes from data, put JCXZ in front:

Prints ".". Set COUNT1 to 3 and it prints "***.". Remove the JCXZ with COUNT1 = 0 and you get 65536 stars.
MOV     CX, [COUNT1]  ; how many stars (0 here)
JCXZ    NONE1         ; skip the loop entirely
STAR1:
MOV     DL, "*"
MOV     AH, 02h       ; DOS: print the character in DL
INT     21h
LOOP    STAR1
NONE1:
MOV     DL, "."
MOV     AH, 02h       ; DOS: print the character in DL
INT     21h
 
COUNT1  DW      0

Range

JCXZ (opcode E3h) is SHORT only, −128..+127 bytes, and MASM cannot lengthen it the way it lengthens JE. For a far target use JCXZ as a short hop to a nearby JMP, or write TEST CX, CX / JZ, which MASM can extend. Before a REP string instruction no guard is needed: REP with CX = 0 does nothing.

Later CPUs

The 386 adds JECXZ, the same opcode testing ECX in 32-bit code. It stayed short-range only.