According to the Gemara and the Shulchan Aruch, you should not interrupt your prayer (שמונה עשרה, עמודה, תפילת הלחש) even if a snake wraps itself around your foot.
On the other hand, halacha requires doing whatever is necessary in life-threatening situations.
What should you do if you hear an air raid siren while praying?
A source sheet is attached. In class we will translate and explain the principal sources.