Override the back button

In case you want the back button to navigate the hierarchy instead of instantly exiting the activity, this is one approach you might take.

Create an activity which overrides the back button and loads a custom fragment

package com.nononsenseapps.filepicker.examples.backbutton;

import android.os.Environment;

import com.nononsenseapps.filepicker.AbstractFilePickerFragment;
import com.nononsenseapps.filepicker.FilePickerActivity;

import java.io.File;

public class BackHandlingFilePickerActivity extends FilePickerActivity {

    /**
     * Need access to the fragment
     */
    BackHandlingFilePickerFragment currentFragment;

    /**
     * Return a copy of the new fragment and set the variable above.
     */
    @Override
    protected AbstractFilePickerFragment<File> getFragment(
            final String startPath, final int mode, final boolean allowMultiple,
            final boolean allowDirCreate, final boolean allowExistingFile,
            final boolean singleClick) {

        // startPath is allowed to be null.
        // In that case, default folder should be SD-card and not "/"
        String path = (startPath != null ? startPath
                : Environment.getExternalStorageDirectory().getPath());

        currentFragment = new BackHandlingFilePickerFragment();
        currentFragment.setArgs(path, mode, allowMultiple, allowDirCreate,
                allowExistingFile, singleClick);
        return currentFragment;
    }

    /**
     * Override the back-button.
     */
    @Override
    public void onBackPressed() {
        // If at top most level, normal behaviour
        if (currentFragment.isBackTop()) {
            super.onBackPressed();
        } else {
            // Else go up
            currentFragment.goUp();
        }
    }
}

In your custom fragment, implement the goUp and isBackTop methods

package com.nononsenseapps.filepicker.examples.backbutton;

import com.nononsenseapps.filepicker.FilePickerFragment;

import java.io.File;

public class BackHandlingFilePickerFragment extends FilePickerFragment {

    /**
     * For consistency, the top level the back button checks against should be the start path.
     * But it will fall back on /.
     */
    public File getBackTop() {
        return getPath(getArguments().getString(KEY_START_PATH, "/"));
    }

    /**
     * @return true if the current path is the startpath or /
     */
    public boolean isBackTop() {
        return 0 == compareFiles(mCurrentPath, getBackTop()) ||
                0 == compareFiles(mCurrentPath, new File("/"));
    }

    /**
     * Go up on level, same as pressing on "..".
     */
    public void goUp() {
        mCurrentPath = getParent(mCurrentPath);
        mCheckedItems.clear();
        mCheckedVisibleViewHolders.clear();
        refresh(mCurrentPath);
    }
}

Example manifest

Make sure android-theme points to the correct theme.

<manifest xmlns:android="http://schemas.android.com/apk/res/android"
    package="com.nononsenseapps.filepicker.examples">

    <uses-permission android:name="android.permission.READ_EXTERNAL_STORAGE" />
    <!-- Only needed to create sub directories. -->
    <uses-permission android:name="android.permission.WRITE_EXTERNAL_STORAGE" />

    <application
        android:allowBackup="true"
        android:icon="@mipmap/ic_launcher"
        android:label="@string/app_name"
        android:supportsRtl="true"
        android:theme="@style/FilePickerTheme">

        <activity
            android:name=".backbutton.BackHandlingFilePickerActivity"
            android:label="Override back button"
            android:theme="@style/FilePickerTheme">
        </activity>
    </application>

</manifest>