How to debug apk signed for release?

I know this is old question, but future references. In Android Studio with Gradle:

buildTypes {
    release {
        debuggable true
        runProguard true
        proguardFiles getDefaultProguardFile('proguard-android.txt'), 'proguard-rules.txt'
    }
}

The line debuggable true was the trick for me.

Update:

Since gradle 1.0 it's minifyEnabled instead of runProguard. Look at here