In this paper, Ulam stability and data dependence for fractional differential equations with Caputo fractional derivative of order α are studied. We present four types of Ulam stability results for the fractional differential equation in the case of 0<α<1 and b=+∞ by virtue of the Henry-Gronwall inequality. Meanwhile, we give an interesting data dependence results for the fractional differential equation in the case of 1<α<2 and b<+∞ by virtue of a generalized Henry-Gronwall inequality with mixed integral term. Finally, examples are given to illustrate our theory results