diff --git a/lib/proxy-agent.js b/lib/proxy-agent.js
index c2e7f268b70..128daddbef2 100644
--- a/lib/proxy-agent.js
+++ b/lib/proxy-agent.js
@@ -53,7 +53,7 @@ class ProxyAgent extends DispatcherBase {
 
     this[kRequestTls] = opts.requestTls
     this[kProxyTls] = opts.proxyTls
-    this[kProxyHeaders] = {}
+    this[kProxyHeaders] = opts.headers || {}
 
     if (opts.auth && opts.token) {
       throw new InvalidArgumentError('opts.auth cannot be used in combination with opts.token')
diff --git a/test/proxy-agent.js b/test/proxy-agent.js
index 03156395eff..8c6b5999278 100644
--- a/test/proxy-agent.js
+++ b/test/proxy-agent.js
@@ -197,6 +197,39 @@ test('use proxy-agent with token', async (t) => {
   proxyAgent.close()
 })
 
+test('use proxy-agent with custom headers', async (t) => {
+  t.plan(2)
+  const server = await buildServer()
+  const proxy = await buildProxy()
+
+  const serverUrl = `http://localhost:${server.address().port}`
+  const proxyUrl = `http://localhost:${proxy.address().port}`
+  const proxyAgent = new ProxyAgent({
+    uri: proxyUrl,
+    headers: {
+      'User-Agent': 'Foobar/1.0.0'
+    }
+  })
+
+  proxy.on('connect', (req) => {
+    t.equal(req.headers['user-agent'], 'Foobar/1.0.0')
+  })
+
+  server.on('request', (req, res) => {
+    t.equal(req.headers['user-agent'], 'BarBaz/1.0.0')
+    res.end()
+  })
+
+  await request(serverUrl + '/hello?foo=bar', {
+    headers: { 'user-agent': 'BarBaz/1.0.0' },
+    dispatcher: proxyAgent
+  })
+
+  server.close()
+  proxy.close()
+  proxyAgent.close()
+})
+
 test('sending proxy-authorization in request headers should throw', async (t) => {
   t.plan(3)
   const server = await buildServer()
diff --git a/types/proxy-agent.d.ts b/types/proxy-agent.d.ts
index f5874716f72..55058734f78 100644
--- a/types/proxy-agent.d.ts
+++ b/types/proxy-agent.d.ts
@@ -1,3 +1,5 @@
+import { IncomingHttpHeaders } from 'http'
+
 import Agent from './agent'
 import buildConnector from './connector';
 import Dispatcher from './dispatcher'
@@ -19,6 +21,7 @@ declare namespace ProxyAgent {
      */
     auth?: string;
     token?: string;
+    headers?: IncomingHttpHeaders;
     requestTls?: buildConnector.BuildOptions;
     proxyTls?: buildConnector.BuildOptions;
   }