Listening, and memorizing, yes.
It can take some time before you start to recognize a particular interval, but you'll get there if you keep listening to it.
Take some time first to listen a lot to each and every interval.
An idea is to connect every interval to a song you know.
For my part, I know the Perfect 5th as the first interval in the Star Wars theme song. etc etc.
My advice is that you start off by practising the minor and major 3rd, the 4th and the 5th, then when you've got those down you can move on to the minor and major 2nds, which will be very recognizable by then. These are IMHO the most important intervals to know, so focus on those first, and let the rest of them come later.
We don't stop playing because we grow old; we grow old because we stop playing.
- George Bernard Shaw
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