You can do that like this:
function addCode(code) {
$('<li class="codeList">' + code + '</li>').click(function() {
deleteCode(code);
}).appendTo('#codeList');
}
function deleteCode(code) {
$('#'+code).remove();
}
...or more simply:
function addCode(code) {
$('<li class="codeList">' + code + '</li>').click(function() {
$('#'+code).remove();
}).appendTo('#codeList');
}
When using a library like jQuery (or even when not, frankly), there's virtually never any reason to use the old-style onclick attributes for setting up handlers. In the above, I've replaced it with the click function, which sets up a handler when the user clicks the element.
Note: Lazarus notes that your code is removing an element by id using the code value:
$('#' + code).remove();
...but that the code doesn't produce an element with that ID. I assume you've added that element with some other code elsewhere, and that the goal isn't to remove the li you've added with this code.
If you did want to remove that same li on click, no need for an ID at all:
function addCode(code) {
$('<li class="codeList">' + code + '</li>').click(function() {
$(this).remove(); // <== Changed here
}).appendTo('#codeList');
}