When using a firewall other than the Windows Firewall such as third party software firewall or a hardware firewall, the firewall ...

When using a firewall other than the Windows Firewall such as third party software
        firewall or a hardware firewall, the firewall must be manually configured
        to allow remote debugging. To do so, allow traffic on TCP/IP ports that msvsmon.exe
        is listening on. By default, these are port 4018 and 4019,
        where 4018 is used on all operating systems, and 4019
        is used only on Windows x64 to allow debugging x86 processes.