No we don’t pray for the devil’s conversion, because he used his will to choose against God. Jesus indeed told His followers to pray for those who spitefully use them (Matthew 5:44; Luke 6:28), but the context of these passages make it clear that Jesus was speaking about how to treat our fellow man. Nowhere in Scripture are we asked or commanded to pray for the salvation of Satan or his angels. In 1 Peter 5:8–9, we are told to beware of Satan and resist him steadfastly in the faith. In James 4:7, we are told to resist the devil. We are also told in Ephesians 4:27 not to give place to the devil, and Ephesians 6:12 states that we wrestle against satanic and demonic forces.
Also, 2 Peter 2:4 states that “God did not spare the angels who sinned, but cast them down to hell (Greek: tartarus) and delivered them into chains of darkness.” Jude 6 states, “The angels who did not keep their proper domain, but left their own abode, He has reserved in everlasting chains under darkness for the judgment of the great day.” Revelation 20:10 declares that Satan will be thrown into the lake of fire and tormented forever. Knowing that God has already guaranteed the condemnation of Satan and these fallen angels, how can we then pray for their salvation? We would essentially be praying for God to go back on His Word, which we know He cannot do (Titus 1:2).
Hope this helps, God Bless!
-Vince