How to do dialog with listview inside?

A simple way to do this is to use the setItems method of Dialog, from it you arrow your list, and it is automatically loaded into Dialog.

Example:

final CharSequence[] cores = {"Azul", "Preto", "Verde"};
    AlertDialog.Builder builder = new AlertDialog.Builder(CONTEXT);
    builder.setTitle("Selecione uma Cor");
    builder.setItems(cores, new DialogInterface.OnClickListener() {
        public void onClick(DialogInterface dialog, int selecionado) {
            Toast.makeText(getActivity(), "Cor Selecionada: " + cores[selecionado],
                    Toast.LENGTH_SHORT).show();
        }
    });
    builder.create().show();

Note: The context would be an instance of your activity, if you are running within an activity, you can use this

DialogFragments can work as dialog boxes on Android. They work like "Activity on another Activity" and, seen in your image, it is possible to make a screen like this (presenting a ListView Widget). Take a look at some examples: link link