Scheduling regular catch-ups saves the embarrassment of having to ask repeatedly.
Express your desire to improve. Even better, specify exactly what flaws you want to work on. If your aims are clear, people are more likely to give you useful, detailed feedback. Gather opinion from all perspectives - not just from your boss, but from direct reports, your peers and colleagues in different teams too. Watch for themes, and work on these first.
Choose an appropriate time and place. Make sure you both feel comfortable and focused. Show interest. Respond with open body language and ask questions. You could take notes and summarise what was said. Listen first, process later. Focus on hearing exactly what is being said and not what you expect to hear. Avoid the temptation to explain yourself as this can sound defensive.
Breathe. Even if you don't like what you hear, search for the aspects of their observations that might help you. Clarify. If you're not sure you agree, or you don't understand, don't just gloss over it. Ask questions to delve deeper. If you don't trust the feedback, ask someone for a second opinion.
Reflect afterwards. Take time to consider what you have heard and explore what positive actions you can take as a result. Avoid dwelling on negative comments. Acknowledge any praise, rather than just waiting for the constructive criticism. Knowing what behaviours you should build on can be more effective than changing what isn't working.
Thank them. If you are seen to welcome feedback, you'll receive more and so have the chance to improve faster.