Perform Wudu
It is NOT compulsory to perform wudu before making du鈥檃. However, performing wudu is a way of purifying yourself and getting into the correct mindset for speaking to Allah.
Abu Musa Al-Ash鈥檃ri (ra) narrated that the Prophet (saw), after the battle of Hunain, called for water, performed wudu, then raised his hands and said: 鈥極 Allah! Forgive Ubaid Abi Amir!鈥 [Bukhari]