Using Fiddler and Android settings
Download the free version of Fiddler (desktop) from Telerik and start the program.
Configure Fiddler for incoming connections by going to Tools - Fiddler options... - Connections.. Set the following properties:
Fiddler listens on port: 8888 or any other port not in use at your computer
Allow remote computers to connect: on
Hit OK and restart Fiddler. Note: you do not need to capture traffic from your browsers since you will force traffic from your phone to Fiddler anyway. So for less noise, disable capturing by clicking F12.
Finally, configure a proxy for your wifi connection through the regular wifi connection settings on Android 4.x+. Tap and hold the wifi connection entry you’re connected to and select “Modify”. Enable “Advanced settings”, select “Manual proxy” and enter the IP address. The disadvantage to this approach is that it’s more tedious as you have to enter the IP address each time you add/remove it. But if you don’t want/can root your device, this is a viable approach.