Avoid using applications which automatically set a proxy, such as Drony or Shadowsocks, as they also set a VPN which will interfere with Genymotion.
In your virtual device (Android):
- Click Menu > System settings.
- In Wireless & Networks, select Wi-Fi.
- Click WiredSSID and hold it down for two seconds.
- Click Modify Network.
- Check Show advanced options.
- In Proxy settings, select Manual.
- Enter the proxy settings provided by your network administrator.
- Click Save.