Put this sample code into the OnCloseQuery event of your form. After a close method has been invoked on the form, a message will pop up asking the user if they really want to exit. If the user selects yes, the application will close normally, if they say no, the application will stay open.

procedure TForm .FormCloseQuery(Sender: TObject; var CanClose: Boolean); begin if (mrNo = MessageDlg('You really want to exit?', mtInformation, ;mbYes, mbNo], 0)) then begin CanClose := False; end; end;