If you are testing with JMeter through a proxy, you need to pass proxy settings to JMeter. To do so, run the jmeter.bat/jmeter file from a command line with the following parameters:
-H [proxy server hostname or ip address]
-P [proxy server port]
-N [nonproxy hosts] (e.g. *.apache.org|localhost)
-u [username for proxy authentication - if required]
-a [password for proxy authentication - if required]
Example : jmeter -H my.proxy.server -P 8000 -u username -a password -N localhost
Alternatively, you can use --proxyHost, --proxyPort, --username, and --password