This is what I get even when I run in the Debug configuration:
The way I got this to show was by enabling "Just My Code" and warn if there
I've opened my Visual Studio 2012 Pro project in Visual Studio 2015 Express and had the same issue.
I checked my Solution properties → Configuration Properties, and discovered a project was set to Release & x86.
I changed it back to Debug and Any CPU, and the prompt has gone.
In my case, I was developing a VSTO plugin for Outlook, and Outlook was accidentally loading the Release version of the DLL file that I recently installed while testing my installer.
It looks like Visual Studio was trying to use that DLL instead of the Debug one I expected. Fixing which DLL file is being loaded by Outlook fixed this for me.
My solution was a little different from all the others and is a bit unique.
I'm working with a website that contains a mix of managed code and ASP Classic, both referencing the same assembly. Visual Studio was complaining that my managed DLL file was a release build.
The issue was an uncaught exception in my assembly, but it was being thrown by a ASP Classic page via interop. Visual Studio wasn't able to handle debugging this and displayed the error message. The same exception thrown from managed code would have brought up the debugger as expected.
Correcting the issue in my managed assembly's constructor fixed everything.
It all makes sense now that I look back at the big picture, but at the time, the error message led me down a very deep path, and I tried everything in the answer here until I had that "Ah-ha!" moment.
I met the same problem, and finally I solved it by choosing "Disable Just My Code and Continue".
Just My Code Setting