diff --git a/src/error.rs b/src/error.rs
index 0934914..d4d57c8 100644
--- a/src/error.rs
+++ b/src/error.rs
@@ -23,6 +23,12 @@ pub enum Error {
     BadHeader,
     /// Some unspecified `std::io::Error`. Synthetic error `500`.
     Io(IoError),
+    /// Proxy information was not properly formatted
+    BadProxy,
+    /// Proxy credentials were not properly formatted
+    BadProxyCreds,
+    /// Proxy could not connect
+    ProxyConnect,
 }
 
 impl Error {
@@ -47,6 +53,9 @@ impl Error {
             Error::BadStatus => 500,
             Error::BadHeader => 500,
             Error::Io(_) => 500,
+            Error::BadProxy => 500,
+            Error::BadProxyCreds => 500,
+            Error::ProxyConnect => 500,
         }
     }
 
@@ -62,6 +71,9 @@ impl Error {
             Error::BadStatus => "Bad Status",
             Error::BadHeader => "Bad Header",
             Error::Io(_) => "Network Error",
+            Error::BadProxy => "Malformed proxy",
+            Error::BadProxyCreds => "Failed to parse proxy credentials",
+            Error::ProxyConnect => "Proxy failed to connect",
         }
     }
 
@@ -77,6 +89,9 @@ impl Error {
             Error::BadStatus => "Bad Status".to_string(),
             Error::BadHeader => "Bad Header".to_string(),
             Error::Io(ioe) => format!("Network Error: {}", ioe),
+            Error::BadProxy => "Malformed proxy".to_string(),
+            Error::BadProxyCreds => "Failed to parse proxy credentials".to_string(),
+            Error::ProxyConnect => "Proxy failed to connect".to_string(),
         }
     }
 }
diff --git a/src/lib.rs b/src/lib.rs
index 2978d21..274ec3a 100644
--- a/src/lib.rs
+++ b/src/lib.rs
@@ -94,6 +94,7 @@ mod body;
 mod error;
 mod header;
 mod pool;
+mod proxy;
 mod request;
 mod response;
 mod stream;
@@ -108,6 +109,7 @@ mod test;
 pub use crate::agent::Agent;
 pub use crate::error::Error;
 pub use crate::header::Header;
+pub use crate::proxy::Proxy;
 pub use crate::request::Request;
 pub use crate::response::Response;
 
diff --git a/src/proxy.rs b/src/proxy.rs
new file mode 100644
index 0000000..71c8fed
--- /dev/null
+++ b/src/proxy.rs
@@ -0,0 +1,127 @@
+use crate::error::Error;
+use std::fmt;
+
+/// Kind of proxy connection (Basic, Digest, etc)
+#[derive(Clone, Debug)]
+pub(crate) enum ProxyKind {
+    Basic,
+}
+
+/// Proxy server definition
+#[derive(Clone, Debug)]
+pub struct Proxy {
+    pub(crate) server: String,
+    pub(crate) port: u32,
+    pub(crate) user: Option<String>,
+    pub(crate) password: Option<String>,
+    pub(crate) kind: ProxyKind,
+}
+
+impl Proxy {
+    fn parse_creds<S: AsRef<str>>(
+        creds: &Option<S>,
+    ) -> Result<(Option<String>, Option<String>), Error> {
+        match creds {
+            Some(creds) => {
+                let mut parts = creds
+                    .as_ref()
+                    .splitn(2, ':')
+                    .collect::<Vec<&str>>()
+                    .into_iter();
+
+                if parts.len() != 2 {
+                    Err(Error::BadProxyCreds)
+                } else {
+                    Ok((
+                        parts.next().map(String::from),
+                        parts.next().map(String::from),
+                    ))
+                }
+            }
+            None => Ok((None, None)),
+        }
+    }
+
+    fn parse_address<S: AsRef<str>>(host: &Option<S>) -> Result<(String, Option<u32>), Error> {
+        match host {
+            Some(host) => {
+                let mut parts = host.as_ref().split(':').collect::<Vec<&str>>().into_iter();
+                let host = parts.next().ok_or(Error::BadProxy)?;
+                let port = parts.next();
+                Ok((
+                    String::from(host),
+                    port.and_then(|port| port.parse::<u32>().ok()),
+                ))
+            }
+            None => Err(Error::BadProxy),
+        }
+    }
+
+    fn use_authorization(&self) -> bool {
+        self.user.is_some() && self.password.is_some()
+    }
+
+    pub fn new<S: AsRef<str>>(proxy: S) -> Result<Self, Error> {
+        let mut parts = proxy
+            .as_ref()
+            .rsplitn(2, '@')
+            .collect::<Vec<&str>>()
+            .into_iter()
+            .rev();
+
+        let (user, password) = if parts.len() == 2 {
+            Proxy::parse_creds(&parts.next())?
+        } else {
+            (None, None)
+        };
+
+        let (server, port) = Proxy::parse_address(&parts.next())?;
+
+        Ok(Self {
+            server,
+            user,
+            password,
+            port: port.unwrap_or(8080),
+            kind: ProxyKind::Basic,
+        })
+    }
+
+    pub(crate) fn kind(mut self, kind: ProxyKind) -> Self {
+        self.kind = kind;
+        self
+    }
+
+    pub fn connect<S: AsRef<str>>(&self, host: S, port: u16) -> String {
+        format!(
+            "CONNECT {}:{} HTTP/1.1\r\n\
+Host: {}:{}\r\n\
+User-Agent: something/1.0.0\r\n\
+Proxy-Connection: Keep-Alive\r\n\r\n",
+            host.as_ref(),
+            port,
+            host.as_ref(),
+            port
+        )
+    }
+
+    pub(crate) fn verify_response(response: &[u8]) -> Result<(), Error> {
+        let response_string = String::from_utf8_lossy(response);
+        let top_line = response_string.lines().next().ok_or(Error::ProxyConnect)?;
+
+        Ok(())
+    }
+}
+
+#[cfg(test)]
+mod tests {
+    use super::Proxy;
+
+    #[test]
+    fn parse_proxy() {
+        let proxy = Proxy::new("user:p@ssw0rd@localhost:9999").unwrap();
+        assert_eq!(proxy.user, Some(String::from("user")));
+        assert_eq!(proxy.password, Some(String::from("p@ssw0rd")));
+        assert_eq!(proxy.server, String::from("localhost"));
+        assert_eq!(proxy.port, 9999);
+    }
+}
diff --git a/src/request.rs b/src/request.rs
index 09e8ee8..8422b15 100644
--- a/src/request.rs
+++ b/src/request.rs
@@ -45,6 +45,7 @@ pub struct Request {
     pub(crate) timeout_read: u64,
     pub(crate) timeout_write: u64,
     pub(crate) redirects: u32,
+    pub(crate) proxy: Option<crate::proxy::Proxy>,
 }
 
 impl ::std::fmt::Debug for Request {
@@ -514,4 +515,18 @@ impl Request {
             .join(&self.path)
             .map_err(|e| Error::BadUrl(format!("{}", e)))
     }
+
+    /// Set the proxy server to use for the connection.
+    ///
+    /// Example:
+    /// ```
+    /// let proxy = ureq::Proxy::new("user:password@cool.proxy:9090").unwrap();
+    /// let req = ureq::post("https://cool.server")
+    ///     .set_proxy(proxy)
+    ///     .build();
+    /// ```
+    pub fn set_proxy(&mut self, proxy: crate::proxy::Proxy) -> &mut Request {
+        self.proxy = Some(proxy);
+        self
+    }
 }
diff --git a/src/stream.rs b/src/stream.rs
index 74cf7b2..d6ca2be 100644
--- a/src/stream.rs
+++ b/src/stream.rs
@@ -159,10 +159,13 @@ pub(crate) fn connect_https(unit: &Unit) -> Result<Stream, Error> {
 
 pub(crate) fn connect_host(unit: &Unit, hostname: &str, port: u16) -> Result<TcpStream, Error> {
     //
-    let ips: Vec<SocketAddr> = format!("{}:{}", hostname, port)
-        .to_socket_addrs()
-        .map_err(|e| Error::DnsFailed(format!("{}", e)))?
-        .collect();
+    let ips: Vec<SocketAddr> = match unit.proxy {
+        Some(ref proxy) => format!("{}:{}", proxy.server, proxy.port),
+        None => format!("{}:{}", hostname, port),
+    }
+    .to_socket_addrs()
+    .map_err(|e| Error::DnsFailed(format!("{}", e)))?
+    .collect();
 
     if ips.is_empty() {
         return Err(Error::DnsFailed(format!("No ip address for {}", hostname)));
@@ -172,7 +175,7 @@ pub(crate) fn connect_host(unit: &Unit, hostname: &str, port: u16) -> Result<Tcp
     let sock_addr = ips[0];
 
     // connect with a configured timeout.
-    let stream = match unit.timeout_connect {
+    let mut stream = match unit.timeout_connect {
         0 => TcpStream::connect(&sock_addr),
         _ => TcpStream::connect_timeout(
             &sock_addr,
@@ -188,9 +191,7 @@ pub(crate) fn connect_host(unit: &Unit, hostname: &str, port: u16) -> Result<Tcp
             .set_read_timeout(Some(Duration::from_millis(unit.timeout_read as u64)))
             .ok();
     } else {
-        stream
-            .set_read_timeout(None)
-            .ok();
+        stream.set_read_timeout(None).ok();
     }
 
     if unit.timeout_write > 0 {
@@ -198,9 +199,25 @@ pub(crate) fn connect_host(unit: &Unit, hostname: &str, port: u16) -> Result<Tcp
             .set_write_timeout(Some(Duration::from_millis(unit.timeout_write as u64)))
             .ok();
     } else {
-        stream
-            .set_write_timeout(None)
-            .ok();
+        stream.set_write_timeout(None).ok();
+    }
+
+    if let Some(ref proxy) = unit.proxy {
+        write!(stream, "{}", proxy.connect(hostname, port)).unwrap();
+        stream.flush()?;
+
+        let mut proxy_response = Vec::new();
+
+        loop {
+            let mut buf = vec![0; 256];
+            let total = stream.read(&mut buf)?;
+            proxy_response.append(&mut buf);
+            if total < 256 {
+                break;
+            }
+        }
+
+        crate::Proxy::verify_response(&proxy_response)?;
     }
 
     Ok(stream)
diff --git a/src/unit.rs b/src/unit.rs
index f652520..f097c2e 100644
--- a/src/unit.rs
+++ b/src/unit.rs
@@ -11,6 +11,7 @@ use crate::agent::AgentState;
 use crate::body::{self, Payload, SizedReader};
 use crate::header;
 use crate::stream::{self, connect_https, connect_test, Stream};
+use crate::Proxy;
 use crate::{Error, Header, Request, Response};
 
 use crate::pool::DEFAULT_HOST;
@@ -29,6 +30,7 @@ pub(crate) struct Unit {
     pub timeout_read: u64,
     pub timeout_write: u64,
     pub method: String,
+    pub proxy: Option<Proxy>,
 }
 
 impl Unit {
@@ -86,6 +88,7 @@ impl Unit {
             timeout_read: req.timeout_read,
             timeout_write: req.timeout_write,
             method: req.method.clone(),
+            proxy: req.proxy.clone(),
         }
     }