  We consider the classical motion of a massless quasi-particle in a magnetic
field and under a weak electromagnetic radiation with the frequency $\omega$.
Due to the non-parabolic, linear energy dispersion, the particle responds not
only at the frequency $\omega$ but generates a broad frequency spectrum around
it. The linewidth of the cyclotron resonance turns out to be very broad even in
a perfectly pure material which allows one to explain recent experimental data
in graphene. It is concluded that the linear response theory does not work in
graphene in finite magnetic fields.
