Using Prompt in dropdown list
<?xml version="1.0" encoding="utf-8"?>
<mx:Application xmlns:mx="http://www.adobe.com/2006/mxml"
layout="vertical">
<mx:Array id="stateArray">
<mx:Object label="Andhra" />
<mx:Object label="Karnataka" />
<mx:Object label="Kerala" />
<mx:Object label="Goa" />
<mx:Object label="Maharastra" />
<mx:Object label="TamilNadu" />
</mx:Array>
<mx:ApplicationControlBar dock="true">
<mx:Button id="button" label="Reset ComboBox" click="comboBox.selectedIndex = -1;" />
</mx:ApplicationControlBar>
<mx:ComboBox id="comboBox" dataProvider="{stateArray}" prompt="Select any state" />
</mx:Application>