Do not say you have none - this will not sound very credible and might, in fact, make your interviewer believe you are being over-confident. Another rookie mistake is trying to disguise one of your strengths as a weakness, for example:

Well, I'm such a hard worker. Sometimes I really work too hard. I should probably spend more time with my family, because all I do is work… Did I mention I work hard? hmmm… That's because all I do is work, work, work…

You have two alternatives:

Use a professed weakness such as a lack of experience (not ability) on your part in an area that is not vital for the job.

Describe a personal or professional weakness that you've been working on improving. Focus on the steps you have taken to combat it, for example:

I know the people from my team think I'm too demanding. I sometimes tend to drive them pretty hard but I've started reading on the subject some time ago and I'm getting much better at managing them by setting objectives.