The proxy situation on Android is an embarrasment. It's scarcely credible, but Android didn't have a global proxy setting at all until quite recently, and it's still not supported on many common Android versions. In the meantime the app ecosystem has grown used to life without this basic necessity, and many apps merrily ignore it even if it's there. This situation is improving, but in many circumstances using transparent mode is mandatory for testing Android apps.
We used an Asus Transformer Prime TF201 with Android 4.0.3 in the examples below - your device may differ, but the broad process should be similar.
First we need to get the mitmproxy-ca-cert.cer file into the /sdcard/Downloads folder on the device. There are a number of ways to do this. If you have the Android Developer Tools installed, you can use adb push to accomplish this. Depending on your device, you could also transfer the file using external media like an SD Card. In this example, we're using wget from within a terminal emulator to transfer the certificate from a local HTTP server:
Once we have the certificate on the local disk, we need to import it into the list of trusted CAs. Go to Settings -> Security -> Credential Storage, and select "Install from storage":
The certificate in /sdcard/Downloads is automatically located and offered for installation. Installing the cert will delete the download file from the local disk:
Afterwards, you should see the certificate listed in the Trusted Credentials store: