Please, pay attention to the "Proxy Settings" section of this blog - http://www.telerik.com/blogs/fiddler-for-linux-beta-is-here. The chances are you have to manually set Fiddler as a proxy.
We are planning to extend our proxy script for other popular Linux distros in the future, too.
Telerik by Progress
Do you want to have your say when we set our development plans?
Do you want to know when a feature you care about is added or when a bug fixed?
Telerik Feedback Portal
and vote to affect the priority of the items