Check your XML configuration, e.g. standalone.xml or domain.xml, and look <interfaces/> section. Make sure you're binding to 127.0.0.1 for the management interface. Also have a look at your management-native port in the <socket-binding/> section and make sure it's set to 9999. These are the defaults.
It should look something like the following:
<interfaces>
<interface name="management">
<inet-address value="${jboss.bind.address.management:127.0.0.1}"/>
</interface>
<interface name="public">
<inet-address value="${jboss.bind.address:127.0.0.1}"/>
</interface>
...
</interfaces>
<socket-binding-group name="standard-sockets" default-interface="public" port-offset="${jboss.socket.binding.port-offset:0}">
<socket-binding name="management-native" interface="management" port="${jboss.management.native.port:9999}"/>
<socket-binding name="management-http" interface="management" port="${jboss.management.http.port:9990}"/>
<socket-binding name="management-https" interface="management" port="${jboss.management.https.port:9443}"/>
...
</socket-binding-group>
You could also pass properties to change the values if the expression values are being used.
$JBOSS_HOME/bin/standalone.sh -Djboss.bind.address.management=127.0.0.1 -Djboss.management.native.port=9999
If it's still not connecting it's likely a local issue. Most likely a firewall getting in the way or possibly you don't have localhost set-up in your hosts.
