The JVM in CICS supports the Java Platform Debugger Architecture (JPDA), which is the standard debugging mechanism provided in the Java 2 Platform. This architecture provides a set of APIs that allow the attachment of a remote debugger to a JVM. A variety of third party debuggers are available that exploit JPDA and can be used to attach to and debug a JVM that is running an enterprise bean, CORBA object or CICS Java program. Typically the debugger provides a graphical user interface that runs on a workstation and allows you to follow the application flow, setting breakpoints and stepping through the application source code, as well as examining the values of variables.
See Debugging an application that is running in a CICS JVM for guidance on setting up and using a debugger with the CICS JVM.
You can find information about JPDA and JPDA-compliant applications at the web site http://java.sun.com/products/jpda/