diff --git a/lisp/url/url-http.el b/lisp/url/url-http.el
index 669c24571f91..9c1219d5c072 100644
--- a/lisp/url/url-http.el
+++ b/lisp/url/url-http.el
@@ -1406,6 +1406,10 @@ The return value of this function is the retrieval buffer."
   (setq url-http-after-change-function 'url-https-proxy-after-change-function)
   (process-send-string connection (format (concat "CONNECT %s:%d HTTP/1.1\r\n"
                                                   "Host: %s\r\n"
+                                                  (let ((proxy-auth (let ((url-basic-auth-storage
+                                                                           'url-http-proxy-basic-auth-storage))
+                                                                      (url-get-authentication url-http-proxy nil 'any nil))))
+                                                    (if proxy-auth (concat "Proxy-Authorization: " proxy-auth "\r\n")))
                                                   "\r\n")
                                           (url-host url-current-object)
                                           (or (url-port url-current-object)