Make the return value of a PHP function equal to a javascript variable?

Make the return value of a PHP function equal to a javascript variable?

I have a php function that pull data from the database and return html
code which is a code for a drop down menu. What I need to do is append
this drop down menu to the div using jQuery. The problem that I am having
is how can I assign the return value from php into a jQuery variable?
function returnUserNames(){
//open connection to the database
return 'this an html code that should be returned by this function';
}
I have tried the following but it is not working.
<script>
var menu = <?php echo returnUserNames() ?>;
$('#show_menu').append(menu);
</script>
Thanks