How to create close confirmation in delphi

This post will discuss about how to create a dialog box confirmation when user want to close a form in delphi. Below is the code :

  if MessageDlg('Are you sure you want to close the form?', mtConfirmation,
    [mbOk, mbCancel], 0) = mrCancel then
      CanClose := False;

Paste that code on event OnCloseQuery of form.