So I just installed Android Studio again after a long time and it asked me to configure the proxy, so I did. I tested the connection and it worked.
Then it asked me
Use gradle.properties file in this path and check proxy info within:
C:\Users\[Windows-User]\.gradle\gradle.properties
I solve the problem by comment proxy definitions in this file.
Commented lines:
#systemProp.http.proxyHost=127.0.0.1
#systemProp.https.proxyPort=9050
#systemProp.https.proxyHost=127.0.0.1
#systemProp.http.proxyPort=9050
# used for comment in gradle files