Android: Cancel Async Task

From SDK:

Cancelling a task

A task can be cancelled at any time by invoking cancel(boolean).
Invoking this method will cause subsequent calls to isCancelled()
to return true.

After invoking this method, onCancelled(Object), instead of
onPostExecute(Object) will be invoked after doInBackground(Object[]) returns.

To ensure that a task is cancelled as quickly as possible,
you should always check the return value of isCancelled() periodically from
doInBackground(Object[]), if possible (inside a loop for instance.)

So your code is right for dialog listener:

uploadingDialog.setOnCancelListener(new DialogInterface.OnCancelListener() {
    public void onCancel(DialogInterface dialog) {
        myTask.cancel(true);
        //finish();
    }
});

Now, as I have mentioned earlier from SDK, you have to check whether the task is cancelled or not, for that you have to check isCancelled() inside the onPreExecute() method.

For example:

if (isCancelled()) 
    break;
else
{
   // do your work here
}