Look at the below code.

<?xml version="1.0" encoding="utf-8"?>
<selector xmlns_android="http://schemas.android.com/apk/res/android">
    <item android_drawable="@drawable/button_pressed"
          android_state_pressed="true" />
    <item android_drawable="@drawable/button_focused"
          android_state_focused="true" />
    <item android_drawable="@drawable/button_default" />
</selector>

the attribute state_pressed or the state_focused should do the job.
see the following link for more guidance

UPDATE

I can do it with this code:

private Rect rect;    // Variable rect to hold the bounds of the view
public boolean onTouch(View v, MotionEvent event) {
    if(event.getAction() == MotionEvent.ACTION_DOWN){
        // Construct a rect of the view's bounds
        rect = new Rect(v.getLeft(), v.getTop(), v.getRight(), v.getBottom());
    }
    if(event.getAction() == MotionEvent.ACTION_MOVE){
        if(!rect.contains(v.getLeft() + (int) event.getX(), v.getTop() + (int) event.getY())){
            // User moved outside bounds
        }
    }
    return false;
}

I use a XML file to display a button with 2 states (normal, pressed). How can I
find out when the button is touched but the cursor is out?

I want button effect like this

button not touched

button touched

button touched but finger hasn’t been lifted

Here is the XML file I use:

<selector xmlns_android="http://schemas.android.com/apk/res/android">
    <item android_state_pressed="true" android_drawable="@drawable/button_press" />
    <item android_drawable="@drawable/button_nopress" />
</selector>

And here is my Java class:

button = findViewById(R.id.b1);
button.setOnTouchListener(new View.OnTouchListener() {
            @Override
            public boolean onTouch(View v, MotionEvent event) {
                if (event.getAction() == MotionEvent.ACTION_DOWN){
                    button.setPadding(0, 55, 0, 0);
                } else if (event.getAction() == MotionEvent.ACTION_UP) {
                    button.setPadding(0, 0, 0, 0);
                }
                return false;
            }
        });            

And here is my button with my code:

button touched but finger hasn’t been lifted