Hi Anant,
The integration between Jira Cloud and Slack does not allow you to create a new Jira issue directly from Slack.
You can, however, attach a Slack message to an existing Jira issue. Take a look at this Slack documentation article to see what you can do with the existing Jira - Slack integration:
https://slackhq.com/turn-your-conversations-into-action
Claudiu
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