diff --git a/Example/Program.cs b/Example/Program.cs
index 2fcb40c5..c81c3691 100644
--- a/Example/Program.cs
+++ b/Example/Program.cs
@@ -63,6 +63,9 @@ namespace Example
         // For HTTP Authentication (Basic/Digest)
         //ws.SetCredentials ("nobita", "password", false);
 
+        // For HTTP Proxy
+        //ws.SetHttpProxy ("http://localhost:3128", "nobita", "password");
+
         // Setting Origin header
         //ws.Origin = "http://echo.websocket.org";
         //ws.Origin = "http://localhost:4649";
diff --git a/websocket-sharp/HttpRequest.cs b/websocket-sharp/HttpRequest.cs
index b75475ff..4421d98f 100644
--- a/websocket-sharp/HttpRequest.cs
+++ b/websocket-sharp/HttpRequest.cs
@@ -116,9 +116,11 @@ namespace WebSocketSharp
 
     internal static HttpRequest CreateConnectRequest (Uri uri)
     {
-      var authority = uri.Authority;
+      var host = uri.DnsSafeHost;
+      var port = uri.Port;
+      var authority = String.Format ("{0}:{1}", host, port);
       var req = new HttpRequest ("CONNECT", authority);
-      req.Headers["Host"] = uri.Port == 80 ? uri.DnsSafeHost : authority;
+      req.Headers["Host"] = port == 80 ? host : authority;
 
       return req;
     }
diff --git a/websocket-sharp/WebSocket.cs b/websocket-sharp/WebSocket.cs
index 3e4d2bb3..baa2a429 100644
--- a/websocket-sharp/WebSocket.cs
+++ b/websocket-sharp/WebSocket.cs
@@ -1250,13 +1250,8 @@ namespace WebSocketSharp
     // As client
     private void setClientStream ()
     {
-      var proxy = _proxyUri != null;
-      _tcpClient = proxy
-                   ? new TcpClient (_proxyUri.DnsSafeHost, _proxyUri.Port)
-                   : new TcpClient (_uri.DnsSafeHost, _uri.Port);
-
       _stream = WebSocketStream.CreateClientStream (
-        _tcpClient, proxy, _uri, _proxyCredentials, _secure, _certValidationCallback);
+        _uri, _proxyUri, _proxyCredentials, _secure, _certValidationCallback, out _tcpClient);
     }
 
     private void startReceiving ()
@@ -2139,6 +2134,69 @@ namespace WebSocketSharp
       }
     }
 
+    /// <summary>
+    /// Sets the HTTP Proxy server URL to connect through, and a pair of <paramref name="username"/>
+    /// and <paramref name="password"/> for the proxy server authentication (Basic/Digest).
+    /// </summary>
+    /// <param name="url">
+    /// A <see cref="string"/> that represents the HTTP Proxy server URL to connect through.
+    /// </param>
+    /// <param name="username">
+    /// A <see cref="string"/> that represents the user name used to authenticate.
+    /// </param>
+    /// <param name="password">
+    /// A <see cref="string"/> that represents the password for <paramref name="username"/>
+    /// used to authenticate.
+    /// </param>
+    public void SetHttpProxy (string url, string username, string password)
+    {
+      lock (_forConn) {
+        var msg = checkIfAvailable ("SetHttpProxy", false, false);
+        if (msg == null) {
+          if (url.IsNullOrEmpty ()) {
+            _proxyUri = null;
+            _proxyCredentials = null;
+            _logger.Warn ("Proxy url and credentials were set back to the default.");
+
+            return;
+          }
+
+          Uri uri;
+          if (!Uri.TryCreate (url, UriKind.Absolute, out uri) ||
+              uri.Scheme != "http" ||
+              uri.Segments.Length > 1) {
+            msg = "The syntax of proxy url must be 'http://<host>[:<port>]'.";
+          }
+          else {
+            _proxyUri = uri;
+
+            if (username.IsNullOrEmpty ()) {
+              _proxyCredentials = null;
+              _logger.Warn ("Proxy credentials was set back to the default.");
+
+              return;
+            }
+
+            msg = username.Contains (':') || !username.IsText ()
+                  ? "'username' contains an invalid character."
+                  : !password.IsNullOrEmpty () && !password.IsText ()
+                    ? "'password' contains an invalid character."
+                    : null;
+          }
+        }
+
+        if (msg != null) {
+          _logger.Error (msg);
+          error (msg);
+
+          return;
+        }
+
+        _proxyCredentials = new NetworkCredential (
+          username, password, String.Format ("{0}:{1}", _uri.DnsSafeHost, _uri.Port));
+      }
+    }
+
     #endregion
 
     #region Explicit Interface Implementation
diff --git a/websocket-sharp/WebSocketStream.cs b/websocket-sharp/WebSocketStream.cs
index bf61a95d..dbed6bc0 100644
--- a/websocket-sharp/WebSocketStream.cs
+++ b/websocket-sharp/WebSocketStream.cs
@@ -198,13 +198,18 @@ namespace WebSocketSharp
     #region Internal Methods
 
     internal static WebSocketStream CreateClientStream (
-      TcpClient tcpClient,
-      bool proxy,
       Uri targetUri,
+      Uri proxyUri,
       NetworkCredential proxyCredentials,
       bool secure,
-      System.Net.Security.RemoteCertificateValidationCallback validationCallback)
+      System.Net.Security.RemoteCertificateValidationCallback validationCallback,
+      out TcpClient tcpClient)
     {
+      var proxy = proxyUri != null;
+      tcpClient = proxy
+                  ? new TcpClient (proxyUri.DnsSafeHost, proxyUri.Port)
+                  : new TcpClient (targetUri.DnsSafeHost, targetUri.Port);
+
       var netStream = tcpClient.GetStream ();
       if (proxy) {
         var req = HttpRequest.CreateConnectRequest (targetUri);
@@ -212,6 +217,14 @@ namespace WebSocketSharp
         if (res.IsProxyAuthenticationRequired) {
           var authChal = res.ProxyAuthenticationChallenge;
           if (authChal != null && proxyCredentials != null) {
+            if (res.Headers.Contains ("Connection", "close")) {
+              netStream.Dispose ();
+              tcpClient.Close ();
+
+              tcpClient = new TcpClient (proxyUri.DnsSafeHost, proxyUri.Port);
+              netStream = tcpClient.GetStream ();
+            }
+
             var authRes = new AuthenticationResponse (authChal, proxyCredentials, 0);
             req.Headers["Proxy-Authorization"] = authRes.ToString ();
             res = sendHttpRequest (netStream, req, 15000);