I found how perfom such debugging:
- Run IDE on guest OS (in my case, it is Ubuntu) and virtual device on host OS (in my case, it is Windows).
- Open command line and use command sdb connect 10.0.2.2:26101 (26101 is a default port of emulator)
- That it. In IDE in list of devices you shoould see new device with such IP and port. Now just use it to run and ddebug application.
If you want to make debug visa versa (run emulator on guest OS and access it from host OS), just use IP 10.0.2.15:26101.