I was also trying to get my fragment dialog to display with a different theme to its activity, and followed this solution. Like some people mentioned in the comments, I was not getting it to work and the dialog kept showing with the theme specified in the manifest. The problem turned out to be that I was building the dialog using AlertDialog.Builder in the onCreateDialog method and so was not making use of the onCreateView method as shown in the answer that I linked to. And when I was instantiating the AlertDialog.Builder I was passing in the context using getActivity() when I should have been using the instantiated ConstextThemeWrapper instead.
Here is the code for my onCreateDialog:
@Override
public Dialog onCreateDialog(Bundle savedInstanceState) {
    // Create ContextThemeWrapper from the original Activity Context
    ContextThemeWrapper contextThemeWrapper = new ContextThemeWrapper(getActivity(), android.R.style.Theme_DeviceDefault_Light_Dialog);
    LayoutInflater inflater =   getActivity().getLayoutInflater().cloneInContext(contextThemeWrapper);
    // Now take note of the parameter passed into AlertDialog.Builder constructor
    AlertDialog.Builder builder = new AlertDialog.Builder(contextThemeWrapper);
    View view = inflater.inflate(R.layout.set_server_dialog, null);
    mEditText = (EditText) view.findViewById(R.id.txt_server);
    mEditText.requestFocus();  // Show soft keyboard automatically
    mEditText.setOnEditorActionListener(this);
    builder.setView(view);
    builder.setTitle(R.string.server_dialog);
    builder.setPositiveButton(android.R.string.ok, this);
    Dialog dialog = builder.create();
    dialog.setCanceledOnTouchOutside(false);
    return dialog;
}
I originally had the AlertDialog.Builder being instantiated as follows:
AlertDialog.Builder builder = new AlertDialog.Builder(getActivity());
which I changed to:
AlertDialog.Builder builder = new AlertDialog.Builder(contextThemeWrapper);
After this change the fragment dialog was shown with the correct theme. So if anyone else is having a similar problem and is making using of the AlertDialog.Builder then check the context being passed to the builder. Hope this helps! :)