Starting from the Einstein-Podolsky-Rosen entangled state representations of continuous variables we derive a new formulation of complex fractional Fourier transformation (CFFT). We find that two-variable Hermite polynomials are just the eigenmodes of the CFFT. In this way the CFFT is linked to the appropriate operator transformation between two kinds of entangled states in the context of quantum mechanics. In so doing, the CFFT of quantum mechanical wave functions can be derived more directly and concisely.