How to transfer some data to another Fragment?

How to transfer some data to another Fragment likewise it was done with extras for intents?

Use a Bundle. Here's an example:

Fragment fragment = new Fragment();
Bundle bundle = new Bundle();
bundle.putInt(key, value);
fragment.setArguments(bundle);

Bundle has put methods for lots of data types. See this

Then in your Fragment, retrieve the data (e.g. in onCreate() method) with:

Bundle bundle = this.getArguments();
if (bundle != null) {
        int myInt = bundle.getInt(key, defaultValue);
}

To extend the previous answer even more, like Ankit was saying, for complex objects you need to implement Serializable. For example, for the simple object:

public class MyClass implements Serializable {
    private static final long serialVersionUID = -2163051469151804394L;
    private int id;
    private String created;
}

In your FromFragment:

Bundle args = new Bundle();
args.putSerializable(TAG_MY_CLASS, myClass);
Fragment toFragment = new ToFragment();
toFragment.setArguments(args);
getFragmentManager()
    .beginTransaction()
    .replace(R.id.body, toFragment, TAG_TO_FRAGMENT)
    .addToBackStack(TAG_TO_FRAGMENT).commit();

in your ToFragment:

@Override
public View onCreateView(LayoutInflater inflater, ViewGroup container,
            Bundle savedInstanceState) {

    Bundle args = getArguments();
    MyClass myClass = (MyClass) args
        .getSerializable(TAG_MY_CLASS);

getArguments() is returning null because "Its doesn't get anything"

Try this code to handle this situation

if(getArguments()!=null)
{
int myInt = getArguments().getInt(key, defaultValue);
}

Complete code of passing data using fragment to fragment

Fragment fragment = new Fragment(); // replace your custom fragment class 
Bundle bundle = new Bundle();
FragmentTransaction fragmentTransaction = getSupportFragmentManager().beginTransaction();
                bundle.putString("key","value"); // use as per your need
                fragment.setArguments(bundle);
                fragmentTransaction.addToBackStack(null);
                fragmentTransaction.replace(viewID,fragment);
                fragmentTransaction.commit();

In custom fragment class

Bundle mBundle = new Bundle();
mBundle = getArguments();
mBundle.getString(key);  // key must be same which was given in first fragment

Just to extend previous answers - it could help someone. If your getArguments() returns null, put it to onCreate() method and not to constructor of your fragment:

@Override
public void onCreate(Bundle savedInstanceState) {
    super.onCreate(savedInstanceState);
    int index = getArguments().getInt("index");
}