Wireshark (version 1.12.5 at the time of writting) lists MQTT as supported protocol but could not parse it from the TCP payload by default. We can add some plugins to enable it.
Download the Wireshark Generic Dissector (WSGD) for Windows or Linux, with regard to the Wireshark version
http://wsgd.free.fr/download.html
Find out where is the Global Plugins and Personal Plugins folder from menu Help / About Wireshark / Folders.
Put the generic.dll (Win) or generic.so (Linux) to the Global Plugins or Personal Plugins folder.
Download MQTT 3.1 generic dissector and put it under the same plugin folder
http://false.ekta.is/wp-content/uploads/2011/06/mqtt_wireshark_generic_dissector.zip
mqtt3.1.wsgd : protocol name, parent dissector ...
mqtt3.1.fdesc : data format description
Restart Wireshark and confirm from menu Help / About Wireshark / Plugins.
Test with IoT SDK MQTT examples and catch MQTT packets in Wireshark