Android apps not working with HTTP proxy

So I want to redirect my Android phone's HTTP traffic through a proxy running on my computer, in my case Burp Suite. I tried doing so by changing the WiFi settings and also by using the Drony app. I also installed Burp's SSL certificate on my phone. When I visit websites using Chrome, everything works fine both on HTTP and on HTTPS, and I can see all the requests on Burp. But when I use a different app - any app - I get a "cannot connect to the Internet" error message and I can't use the app. Does anyone know how to fix this issue? I should also mention that my phone is not rooted.