The console is not "connected" to the running app because it is run on a different system (be it an emulator, or physical device). The only "connected" part in Android Studio is the LogCat, which can be accessed using the Android tab at the bottom of the IDE.
You should rather print output to LogCat using the Log.* methods, which provides a lot more control and information, in almost the same simplistic way. Additionally, the logcat can be filtered to find exactly what you want.