Prompt user when Back button is pressed

Ask for user's permission to close the app.

You can do it in the following way;

/**
 * Exit the app if user select yes.
 */
private void doExit() {

    AlertDialog.Builder alertDialog = new AlertDialog.Builder(
            AppDemoActivity.this);

    alertDialog.setPositiveButton("Yes", new OnClickListener() {

        @Override
        public void onClick(DialogInterface dialog, int which) {
            finish();
        }
    });

    alertDialog.setNegativeButton("No", null);

    alertDialog.setMessage("Do you want to exit?");
    alertDialog.setTitle("AppTitle");
    alertDialog.show();
}

Which is the good place to ask user, whether (s)he wants to exit the app when (s)he clicked the back button?

Since, you want to prompt user when (s)he clicked the back hard button, as suggested by others, you can override the onBackPressed() method and call the above method from there;

@Override
public void onBackPressed() {

    doExit();
}

As suggested by @Martyn, you can use the onKeyDown to achieve the same;

@Override
public boolean onKeyDown(int keyCode, KeyEvent event) {

    if(keyCode == KeyEvent.KEYCODE_BACK) {
        doExit();
    }

    return super.onKeyDown(keyCode, event);
}

The app should also ask if user is trying to exit the app from a button (in app itself), not the Back hard key.

For this, call the doExit() from your button's onClick;

Button exitButton = (Button)findViewById(R.id.exitButton);
exitButton.setOnClickListener(new android.view.View.OnClickListener() {

    @Override
    public void onClick(View v) {
        doExit();
    }
});

Related Info:

• Implementing effective navigation

The best place is in the onBackPressed. the only thing you need to keep in mind is that the app behaves 'normally' - that is when the user pressed back they should go to the previous screen - if they press back on the main screen, then it's good to ask if they meant to quit the app.

look at this link..

You should not exit your application.

Is quitting an application frowned upon?