That’s quite easy task to sniff traffic on real Android device (steps are for Windows PC).

  1. You need HTTP sniffer application named Fiddler (http://www.fiddler2.com/fiddler2/). Download and install it.
  2. Run Fiddler and go to tools/Fiddler options/Connections – set “allow remote computers to connect”. Restart Fiddler.
  3. Run ipconfig of see in “control panel” your IP address
  4. Your Android device and your PC must be in one WiFi network to be connected
  5. Go to Android device WiFi connection settings and setup proxy

    Use your PC IP address and port 8888
  6. Enjoy

You can also use Charles for MacOS/Linux/Windows (http://www.charlesproxy.com/) in the same way.