The fluctuation-dissipation theorem is a central result of statistical physics, which applies to any system at thermodynamic equilibrium. Its violation is a strong signature of nonequilibrium behavior. We show that for any system with Markovian dynamics, in a nonequilibrium steady state, a proper choice of observables restores a fluctuation-response theorem identical to a suitable version of the equilibrium fluctuation-dissipation theorem. This theorem applies to a broad class of dynamical systems. We illustrate it with linear stochastic dynamics and examples borrowed from the physics of molecular motors and Hopf bifurcations. Finally, we discuss general implications of the theorem.