diff --git a/client.go b/client.go
index 04fdafe..64f925c 100644
--- a/client.go
+++ b/client.go
@@ -110,6 +110,9 @@ type Dialer struct {
 	// If Jar is nil, cookies are not sent in requests and ignored
 	// in responses.
 	Jar http.CookieJar
+
+	// Custom proxy connect header
+	ProxyConnectHeader http.Header
 }
 
 // Dial creates a new client connection by calling DialContext with a background context.
@@ -304,7 +307,7 @@ func (d *Dialer) DialContext(ctx context.Context, urlStr string, requestHeader h
 			return nil, nil, err
 		}
 		if proxyURL != nil {
-			dialer, err := proxy_FromURL(proxyURL, netDialerFunc(netDial))
+			dialer, err := proxy_FromURL(proxyURL, &netDialer{d.ProxyConnectHeader, netDial})
 			if err != nil {
 				return nil, nil, err
 			}
diff --git a/client_server_test.go b/client_server_test.go
index a47df48..6643dad 100644
--- a/client_server_test.go
+++ b/client_server_test.go
@@ -157,6 +157,9 @@ func TestProxyDial(t *testing.T) {
 
 	cstDialer := cstDialer // make local copy for modification on next line.
 	cstDialer.Proxy = http.ProxyURL(surl)
+	cstDialer.ProxyConnectHeader = map[string][]string{
+		"User-Agents": {"xxx"},
+	}
 
 	connect := false
 	origHandler := s.Server.Config.Handler
@@ -167,6 +170,10 @@ func TestProxyDial(t *testing.T) {
 			if r.Method == http.MethodConnect {
 				connect = true
 				w.WriteHeader(http.StatusOK)
+				if r.Header.Get("User-Agents") != "xxx" {
+					t.Log("xxx not found in the request header")
+					http.Error(w, "header xxx not found", http.StatusMethodNotAllowed)
+				}
 				return
 			}
 
diff --git a/proxy.go b/proxy.go
index e0f466b..0a714a7 100644
--- a/proxy.go
+++ b/proxy.go
@@ -14,21 +14,29 @@ import (
 	"strings"
 )
 
-type netDialerFunc func(network, addr string) (net.Conn, error)
+type netDialer struct {
+	proxyHeader http.Header
+	f           func(network, addr string) (net.Conn, error)
+}
 
-func (fn netDialerFunc) Dial(network, addr string) (net.Conn, error) {
-	return fn(network, addr)
+func (n netDialer) Dial(network, addr string) (net.Conn, error) {
+	return n.f(network, addr)
 }
 
 func init() {
 	proxy_RegisterDialerType("http", func(proxyURL *url.URL, forwardDialer proxy_Dialer) (proxy_Dialer, error) {
-		return &httpProxyDialer{proxyURL: proxyURL, forwardDial: forwardDialer.Dial}, nil
+		p, ok := forwardDialer.(*netDialer)
+		if !ok {
+			return nil, errors.New("type assertion failed when ini proxy info")
+		}
+		return &httpProxyDialer{proxyURL: proxyURL, forwardDial: forwardDialer.Dial, proxyHeader: p.proxyHeader}, nil
 	})
 }
 
 type httpProxyDialer struct {
 	proxyURL    *url.URL
 	forwardDial func(network, addr string) (net.Conn, error)
+	proxyHeader http.Header
 }
 
 func (hpd *httpProxyDialer) Dial(network string, addr string) (net.Conn, error) {
@@ -47,6 +55,10 @@ func (hpd *httpProxyDialer) Dial(network string, addr string) (net.Conn, error)
 		}
 	}
 
+	for k, v := range hpd.proxyHeader {
+		connectHeader[k] = v
+	}
+
 	connectReq := &http.Request{
 		Method: http.MethodConnect,
 		URL:    &url.URL{Opaque: addr},