myFile.renameTo(new File("/the/new/place/newName.file"));

File#renameTo does that (it can not only rename, but also move between directories, at least on the same file system).

Renames the file denoted by this abstract pathname.

Many aspects of the behavior of this method are inherently platform-dependent: The rename operation might not be able to move a file from one filesystem to another, it might not be atomic, and it might not succeed if a file with the destination abstract pathname already exists. The return value should always be checked to make sure that the rename operation was successful.

If you need a more comprehensive solution (such as wanting to move the file between disks), look at Apache Commons FileUtils#moveFile

You said you tried renameTo and it didn't work, but this worked for me. After I renamed it I deleted the original file.

File a = new File("C:\\folderA\\A.txt");
a.renameTo(new File("C:\\folderB\\" + a.getName()));
a.delete();

You can use Java SE standard utility

   java.nio.file.Files.copy(Path source, Path target, CopyOption... options) 

By using org.apache.commons.io.FileUtils class

moveDirectory(File srcDir, File destDir) we can move whole directory

Files.copy needs the name of the target file.

Path targetFilePath = Paths.get("D:/folder/Movie.class");

This is indeed requires a bit more than the conventional "if the target is a directory, copy the file into it." On the otherhand a quite useful requirement: an InputStream no longer has a name.

You can simply move directory by using

import static java.nio.file.StandardCopyOption.*;

Files.move(new File("C:\\projects\\test").toPath(), new File("C:\\projects\\dirTest").toPath(), StandardCopyOption.REPLACE_EXISTING);

Change source and destination path

Refer here to get more details

Also Note from API

 When invoked to move a
     * directory that is not empty then the directory is moved if it does not
     * require moving the entries in the directory.  For example, renaming a
     * directory on the same {@link FileStore} will usually not require moving
     * the entries in the directory. When moving a directory requires that its
     * entries be moved then this method fails (by throwing an {@code
     * IOException}). To move a <i>file tree</i> may involve copying rather
     * than moving directories and this can be done using the {@link
     * #copy copy} method in conjunction with the {@link
     * #walkFileTree Files.walkFileTree} utility method

If you try to move the file in the same partition , the above code is sufficient ( it can move directory even it has entries). if not ( instead of move) you need to use recursive as other answer mentioned.