One easy way I found was the following: Implement this is your dialogFragment,
CallingActivity callingActivity = (CallingActivity) getActivity();
callingActivity.onUserSelectValue("insert selected value here");
dismiss();
And then in the activity that called the Dialog Fragment create the appropriate function as such:
public void onUserSelectValue(String selectedValue) {
// TODO add your implementation.
Toast.makeText(getBaseContext(), ""+ selectedValue, Toast.LENGTH_LONG).show();
}
The Toast is to show that it works. Worked for me.