I am creating an application, while working on its back-end I found that anyone can see my data while connected to server. I want to secure them. I tried many application which blocked the proxy connection like gmail and other big applications while I used them by turning on fiddler proxy they stopped me to connect to server by saying please remove proxy but when I used my application data via fiddler it showed all my data. How can I check this?
You haven't specified what "applications" you're referring to (e.g. web pages vs. native apps on Android, etc), but in general you cannot detect Fiddler nor should you bother to try, as anything you do can be undone by a motivated attacker.