How to respond when someone asks you to pray?

When someone who knows you don’t believe in a god asks you to pray to one, what do you do?

For example, when you are going through a rough situation and seeking the support of loved ones, and their response is “I know you don’t believe, but pray- what can it hurt?” How do you respond to that? I know it technically won’t hurt anything- won’t do anything because prayer doesn’t work, but what’s the response?