This article will show you in 4 steps how to set a proxy server for mobile data 3g connection in Android with No Root needed.
This will work for connection for most of apps. You also can specify credentials – password and username for proxy server.
If you want to change a proxy for a Wi-Fi network please refer to Set proxy server connection for WiFi on Android with No Root article which shows how to do it.
Go to System Settings and tap Mobile networks
Tap Access Point Names
Tap on your currently used APN
Tap on Proxy and Port labels to set their values