We study the fragmentation function of jets propagating through a dense quark-gluon plasma within perturbative QCD. Our results for its nuclear modification factor are in qualitative agreement with the experimental data in Pb+Pb collisions at the LHC. In particular, we reproduce the enhancements seen in the data at both relatively soft and relatively large transverse momenta, with clear physical interpretations. The perturbative predictions however are quite sensitive to the value of the infrared cutoff mimicking the confinement scale, due to the fact that the fragmentation function is not an infrared safe quantity. To remedy this, we propose a new observable --- the (primary) subjet fragmentation function --- which is infrared safe and has features similar to the fragmentation function. We provide predictions for this observable in the vacuum and in heavy-ion collisions that could be tested against the experimental data.