diff --git a/sentry_sdk/consts.py b/sentry_sdk/consts.py
index d07bec23da..3393f491d4 100644
--- a/sentry_sdk/consts.py
+++ b/sentry_sdk/consts.py
@@ -81,6 +81,7 @@ def __init__(
         auto_session_tracking=True,  # type: bool
         send_client_reports=True,  # type: bool
         _experiments={},  # type: Experiments  # noqa: B006
+        proxy_headers=None,  # type: Optional[Dict[str, str]]
     ):
         # type: (...) -> None
         pass
diff --git a/sentry_sdk/transport.py b/sentry_sdk/transport.py
index fca6fa8aec..4937668cc7 100644
--- a/sentry_sdk/transport.py
+++ b/sentry_sdk/transport.py
@@ -156,6 +156,7 @@ def __init__(
             http_proxy=options["http_proxy"],
             https_proxy=options["https_proxy"],
             ca_certs=options["ca_certs"],
+            proxy_headers=options["proxy_headers"],
         )
 
         from sentry_sdk import Hub
@@ -420,6 +421,7 @@ def _make_pool(
         http_proxy,  # type: Optional[str]
         https_proxy,  # type: Optional[str]
         ca_certs,  # type: Optional[Any]
+        proxy_headers,  # type: Optional[Dict[str, str]]
     ):
         # type: (...) -> Union[PoolManager, ProxyManager]
         proxy = None
@@ -436,6 +438,9 @@ def _make_pool(
         opts = self._get_pool_options(ca_certs)
 
         if proxy:
+            if proxy_headers:
+                opts["proxy_headers"] = proxy_headers
+
             return urllib3.ProxyManager(proxy, **opts)
         else:
             return urllib3.PoolManager(**opts)
diff --git a/tests/test_client.py b/tests/test_client.py
index 5523647870..c0f380d770 100644
--- a/tests/test_client.py
+++ b/tests/test_client.py
@@ -227,6 +227,16 @@ def test_transport_option(monkeypatch):
             "arg_https_proxy": "https://localhost/123",
             "expected_proxy_scheme": "https",
         },
+        {
+            "dsn": "https://foo@sentry.io/123",
+            "env_http_proxy": None,
+            "env_https_proxy": None,
+            "env_no_proxy": "sentry.io,example.com",
+            "arg_http_proxy": None,
+            "arg_https_proxy": "https://localhost/123",
+            "expected_proxy_scheme": "https",
+            "arg_proxy_headers": {"Test-Header": "foo-bar"},
+        },
     ],
 )
 def test_proxy(monkeypatch, testcase):
@@ -241,12 +251,17 @@ def test_proxy(monkeypatch, testcase):
         kwargs["http_proxy"] = testcase["arg_http_proxy"]
     if testcase["arg_https_proxy"] is not None:
         kwargs["https_proxy"] = testcase["arg_https_proxy"]
+    if testcase.get("arg_proxy_headers") is not None:
+        kwargs["proxy_headers"] = testcase["arg_proxy_headers"]
     client = Client(testcase["dsn"], **kwargs)
     if testcase["expected_proxy_scheme"] is None:
         assert client.transport._pool.proxy is None
     else:
         assert client.transport._pool.proxy.scheme == testcase["expected_proxy_scheme"]
 
+        if testcase.get("arg_proxy_headers") is not None:
+            assert client.transport._pool.proxy_headers == testcase["arg_proxy_headers"]
+
 
 def test_simple_transport(sentry_init):
     events = []