On purely philosophical grounds, there is no way to prove that to anyone. There is no definition of reality, and no method of proof of reality, that anyone is externally required to accept. This is all explored in the field of philosophy, under ideas of subjectivity, objectivity (now considered passe), and inter-subjectivity.
On the other hand - can you prove to me that you are not a figment of my imagination? Of course not. Yet it is impossible that I am a figment of your imagination, and you are also a figment of mine.
This line of inquiry opens a profound question of human communications and spirituality. How does each person decide what is true? And if one person discovered some freeing, healing truth, how could it best be conveyed to others?
One answer I like is this: I cannot prove anything to you. But, if you are willing to work with me and experience life with me, you may decide, on your own terms, what Reality is, and be healed and made free of confusion and suffering. (That's what I offer, and it is grounded in the experience of meditation as taught by the Buddha.)