Pull request vs Merge request

GitLab's "merge request" feature is equivalent to GitHub's "pull request" feature. Both are means of pulling changes from another branch or fork into your branch and merging the changes with your existing code. They are useful tools for code review and change management.

An article from GitLab discusses the differences in naming the feature:

Merge or pull requests are created in a git management application and ask an assigned person to merge two branches. Tools such as GitHub and Bitbucket choose the name pull request since the first manual action would be to pull the feature branch. Tools such as GitLab and Gitorious choose the name merge request since that is the final action that is requested of the assignee. In this article we'll refer to them as merge requests.

A "merge request" should not be confused with the git merge command. Neither should a "pull request" be confused with the git pull command. Both git commands are used behind the scenes in both pull requests and merge requests, but a merge/pull request refers to a much broader topic than just these two commands.

They are the same feature

Merge or pull requests are created in a git management application and ask an assigned person to merge two branches. Tools such as GitHub and Bitbucket choose the name pull request since the first manual action would be to pull the feature branch. Tools such as GitLab and Gitorious choose the name merge request since that is the final action that is requested of the assignee. In this article we’ll refer to them as merge requests.

-- https://about.gitlab.com/2014/09/29/gitlab-flow/