As an atheist, have you ever had to "come out" to a religious family?

I've been raised Roman Catholic by my devout father who values his faith very highly. Over the years, I've gone from agnosticism to atheism. I'm just not the type of person who believes in any supernatural presence. I know if I tell my dad it will break his heart and he'll blame himself for failing me. He's always felt it was his duty to oversee our spirituality. Has anyone been through this? What can I say to him to convince him that it's not his fault?