H1 Collaboration recently observed the charmed pentaquark. In this short note, we point out that the dominant production mechanism for pentaquark consisting of a heavy quark is heavy quark fragmentation. We obtain a crude estimate on the fragmentation probability for charm quark into Theta_c^0, based on the known fragmentation probabilities of charm quark into mesons and baryons: f(c-bar --> Theta_c^0) =~ (2-7) x 10^{-3}. Similarly, we also obtain the fragmentation probability for bottom quark into Theta_b^+: f(b-bar --> Theta_b^+) =~ (5-20) x 10^{-3}. We also estimate the prospect of observing Theta_c^0 and Theta_b^+ at HERA, LEP, and Tevatron.