Prokaryotes do not have mitochondria. A prokaryote is a cell that does not contain membrane-bound structures called organelles. A mitochondrion is an organelle, but because prokaryotes do not have organelles, they do not have mitochondria.
Prokaryotes may have been the precursors of mitochondria. The Fossil Musuem notes that, according to Dr. Lynn Margulis' endosymbiotic theory, a certain bacterion may have engulfed another bacterion and incorporated it as a symbiotic organism. In time, the engulfed bacterion became wholly dependent on the host cell to survive. The arrangement was beneficial to both species, so the internalized bacteria was replicated and passed down to later generations. This became the origin of the eukaryotic cell and organelles.