Bluetooth connectivity in Android is achieved through the APIs provided by Android itself. You need a broadcast receiver to keep checking for the Bluetooth devices.
With the help of broadcast you will get to know whether your device get connected, disconnected or has finished the discovery.
Next, you need to have a Asynctask to make a Bluetooth connection.

Steps to Establish Bluetooth Connection in Android

Below are the three steps through which you can establish a Bluetooth connection:

1) First you need to create Broadcast Receiver for keep scanning the devices you want to detect. This you can declare in your onCreate method.

mReceiver = new BroadcastReceiver() 
        { 
            public void onReceive(Context context, Intent intent) 
            { 
                String action = intent.getAction(); 
                // When discovery finds a device 
                if (BluetoothDevice.ACTION_FOUND.equals(action)) 
                { 
                    // Get the BluetoothDevice object from the Intent 
                    BluetoothDevice device = intent.getParcelableExtra( 
                            BluetoothDevice.EXTRA_DEVICE); 
                   Log.i("DEVICE NAME:"+ device.getName()); 
                    boolean checkfordevice =false; 
                    if(device.getName()!= null){ 
                        for (int i = 0; i < deviceList.size(); i++) { 
                            if(deviceList.get(i).getAddress().equalsIgnoreCase(device.getAddress())){ 
                                checkfordevice = true; 
                                break; 
                            } 
                        } 
                        if(!checkfordevice){ 
                            deviceList.add(device); 
                        } 
                        ((BaseAdapter)deviceListView.getAdapter()).notifyDataSetChanged(); 
                    } 
                } 
                else if (BluetoothDevice.ACTION_ACL_CONNECTED.equals(action)){ 
                    Toast.makeText(getApplicationContext(), "Device Connected", Toast.LENGTH_SHORT).show();
                } 
                else if (BluetoothAdapter.ACTION_DISCOVERY_FINISHED.equals(action)) { 
                    Toast.makeText(getApplicationContext(), "FINISHED", Toast.LENGTH_SHORT).show();   
                } 
                else if (BluetoothDevice.ACTION_ACL_DISCONNECT_REQUESTED.equals(action)) { 
                    Toast.makeText(getApplicationContext(), "REQUEST DISCONNECTED", Toast.LENGTH_SHORT).show();   

                } 
                else if (BluetoothDevice.ACTION_ACL_DISCONNECTED.equals(action)) { 
                     Toast.makeText(getApplicationContext(), "DISCONNECTED", Toast.LENGTH_SHORT).show(); 
                }        
            }    
        }; 

2) On a button click, you can call this below method to scan the Bluetooth devices.

private void scanBluetoothDevices() { 
        // TODO Auto-generated method stub 
        mBluetoothAdapter = BluetoothAdapter.getDefaultAdapter(); 
        String aDiscoverable = BluetoothAdapter.ACTION_REQUEST_DISCOVERABLE; 
        startActivityForResult(new Intent(aDiscoverable),DISCOVERY_REQUEST); 
        IntentFilter filter = new IntentFilter(BluetoothDevice.ACTION_FOUND); 
        getActivity().registerReceiver(mReceiver, filter); 
        mBluetoothAdapter.startDiscovery(); 
    } 

3) Below is the Asynctask for Bluetooth Connection. The connection of Bluetooth should always be done in AsyncTask class because it will create its own thread for Bluetooth connection and will not impact the main thread. Hence making it a better performing application.

private class BluetoothAsyncTask extends AsyncTask<String, Void, String>{
        private int position;
        private ProgressDialog dialog;
        BluetoothAsyncTask(int mPosition){
            this.position = mPosition;
            dialog = new ProgressDialog(getActivity());
        }

        @Override
        protected void onPreExecute(){
            this.dialog.setMessage("Connecting");
            this.dialog.show();
        }

        @Override
        protected String doInBackground(String... params) {
            // TODO Auto-generated method stub
            mBluetoothAdapter.cancelDiscovery();
            Method m;
            try {
                m = deviceList.get(position).getClass().getMethod("createRfcommSocket", new Class[] { int.class });
                socket = (BluetoothSocket) m.invoke(deviceList.get(position), 1);
                socket.connect();
                inputData = socket.getInputStream(); 
                outputData = socket.getOutputStream();
                return "Success";
            } catch (NoSuchMethodException | IllegalAccessException | IllegalArgumentException | InvocationTargetException | IOException e) {
                // TODO Auto-generated catch block
                e.printStackTrace();
                return "Failed";
            }
        }

        @Override 
        protected void onPostExecute(String result){ 
            if(this.dialog.isShowing()){ 
                this.dialog.dismiss(); 
            } 
            if(result =="Success"){ 
                  Toast.makeText(getApplicationContext(), "Connection successful", Toast.LENGTH_SHORT).show(); 
             // You will get a toast message on successful bluetooth connection
            } 
        }        
    }