Переопределить в фрагменте.

@Override
public void onResume() {
    super.onResume();

    getView().setFocusableInTouchMode(true);
    getView().requestFocus();
    getView().setOnKeyListener(new View.OnKeyListener() {
        @Override
        public boolean onKey(View v, int keyCode, KeyEvent event) {
            if (event.getAction() == KeyEvent.ACTION_UP && keyCode == KeyEvent.KEYCODE_BACK) {
                // handle back button's click listener
                Toast.makeText(getActivity(), "Back press", Toast.LENGTH_SHORT).show();
                return true;
            }
            return false;
        }
    });

}
Sudarshaana