setOnCancelListener and setOnDismissListener is not called for AlertDialog for back button pressed or touch outside

The problem happens when you are using DialogFragment to display Dialog

According to http://developer.android.com/reference/android/app/DialogFragment.html, the solution is to override onCancel in DialogFragment

Please take note from http://developer.android.com/reference/android/app/DialogFragment.html#onCreateDialog(android.os.Bundle) too

Note: DialogFragment own the Dialog.setOnCancelListener and Dialog.setOnDismissListener callbacks. You must not set them yourself. To find out about these events, override onCancel(DialogInterface) and onDismiss(DialogInterface).

// This is DialogFragment, not Dialog
@Override
public void onCancel(DialogInterface dialog) {
}

If you are using AlertDialog, see

builder.setOnCancelListener(new DialogInterface.OnCancelListener() {
    @Override
    public void onCancel(DialogInterface dialog) {
        // dialog dismiss without button press
    }
});

and dialog.setCanceledOnTouchOutside(true) (thanks @LeosLiterak)

You have not set backPressed key event

dialog.setOnKeyListener(new Dialog.OnKeyListener() {
    @Override
    public boolean onKey(DialogInterface arg0, int keyCode, KeyEvent event) {
        // TODO Auto-generated method stub
        if (keyCode == KeyEvent.KEYCODE_BACK) {
            finish();
        }
        return true;
    }
});

you should read this topic: How to dismiss the dialog with click on outside of the dialog?

Dialog dialog = new Dialog(context)
dialog.setCanceledOnTouchOutside(true);

in your DialogFragment, override

@Override
public void onStop() {
    super.onStop();
    if (mListener != null) {
       // do something here
    }
}