We study inclusive production of doubly heavy baryon at a $e^+e^-$ collider and at hadron colliders through fragmentation. We study the production by factorizing nonpertubative- and perturbative effects. In our approach the production can be thought as a two-step process: A pair of heavy quarks can be produced perturbatively and then the pair is transformed into the baryon. The transformation is nonperturbative. Since a heavy quark moves with a small velocity in the baryon in its rest frame, we can use NRQCD to describe the transformation and perform a systematic expansion in the small velocity. At the leading order we find that the baryon can be formed from two states of the heavy-quark pair, one state is with the pair in $^3S_1$ state and in color ${bf bar 3}$, another is with the pair in $^1S_0$ state and in color ${bf 6}$. Two matrix elements are defined for the transformation from the two states, their perturbative coefficients in the contribution to the cross-section at a $e^+e^-$ collider and to the function of heavy quark fragmentation are calculated. Our approach is different than previous approaches where only the pair in $^3S_1$ state and in color ${bf bar 3}$ is taken into account. Numerical results for $e^+e^-$ colliders at the two $B$-factories and for hadronic colliders LHC and Tevatron are given.