JIRA does not have a "native" importer for Robohead and the Atlassian Marketplace said there's currently no add-on for it (https://marketplace.atlassian.com/search?q=Robohead).
So I guess you best route here is to import your issues in JIRA via CSV Importer (https://confluence.atlassian.com/jira/importing-data-from-csv-185729516.html) or create a script that loops through the JIRA REST API for the creating an issue endpoint.
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