By the help of Supporting library we can show the AlertDialog like we have in Lollipop on below version. For this you need to import AlertDialog from

import android.support.v7.app.AlertDialog;

And then show a AlertDialog like we do normally:-

AlertDialog.Builder builder = new AlertDialog.Builder(this);
        builder.setTitle("Material Dialog");
        builder.setMessage("This is the demo of Alert Dialog having Material Theme. This is the demo of Alert Dialog having Material Theme. This is the demo of Alert Dialog having Material Theme." +
                "");
        builder.setPositiveButton("OK", null);
        builder.setNegativeButton("Cancel",null);
        builder.show();

The AlertDialog will show like this:-

You can also modify the style like this:-

<style name="MyAlertDialogStyle" parent="Theme.AppCompat.Light.Dialog.Alert">
        <item name="colorAccent">#FFCC00</item>
        <item name="android:textColorPrimary">#FFFFFF</item>
        <item name="android:background">#009788</item>     
  </style>

and then initialize the AlertDialog with theme as below:-

  AlertDialog.Builder builder = new AlertDialog.Builder(this, R.style.MyAlertDialogStyle);
        builder.setTitle("Material Dialog");
        builder.setMessage("This is the demo of Alert Dialog having Material Theme. This is the demo of Alert Dialog having Material Theme. This is the demo of Alert Dialog having Material Theme." +
                "");
        builder.setPositiveButton("OK", null);
        builder.setNegativeButton("Cancel",null);
        builder.show();

Now the AlertDialog will show like this:-