如果使用的是HttPClient 4 进行http的请求，代理设置。

方法一

HttpHost proxy = new HttpHost("127.0.0.1",9999);//9999为fiddler端口，fiddler默认端口为8888，修改后需重启fiddler
CloseableHttpClient httpclient = HttpClients.createDefault();
HttpGet get = new HttpGet(url);
CloseableHttpResponse response = httpclient.execute(proxy, get);

方法二

CloseableHttpClient httpclient = HttpClients.createDefault();       
HttpGet request = new HttpGet(url);
request.setConfig(
    RequestConfig.custom()
        .setProxy(new HttpHost("proxyHost", proxyPort, "HTTP"))
        .build()
);

非HttPClient ，可以在http请求之前增加如下代码：

System.setProperty("http.proxyHost", "127.0.0.1");
System.setProperty("https.proxyHost", "127.0.0.1");
System.setProperty("http.proxyPort", "8888");
System.setProperty("https.proxyPort", "8888");