diff --git a/include/connection.hpp b/include/connection.hpp
index fcb2a23..2469738 100644
--- a/include/connection.hpp
+++ b/include/connection.hpp
@@ -98,6 +98,13 @@ public:
         return get(endpoint, {});
     }
 
+    /*! @copydoc CURLWrapper::set_proxy(string_view)
+     *
+     *  Sets also the proxy for the Instance you used to initialize this
+     *  Connection.
+     */
+    void set_proxy(const string_view proxy);
+
 private:
     Instance &_instance;
     const string_view _baseuri;
diff --git a/include/curl_wrapper.hpp b/include/curl_wrapper.hpp
index ecc30e1..faf79a5 100644
--- a/include/curl_wrapper.hpp
+++ b/include/curl_wrapper.hpp
@@ -127,6 +127,18 @@ public:
         return _connection;
     }
 
+    /*!
+     *  @brief  Set the proxy to use.
+     *
+     *  See [CURLOPT_PROXY(3)]
+     *  (https://curl.haxx.se/libcurl/c/CURLOPT_PROXY.html).
+     *
+     *  @param  proxy Examples: "socks4a://127.0.0.1:9050", "http://[::1]:3128".
+     *
+     *  @since  0.1.0
+     */
+    void set_proxy(const string_view proxy);
+
 protected:
     /*!
      *  @brief  Make a HTTP request.
diff --git a/src/connection.cpp b/src/connection.cpp
index f471c4e..9bc43f0 100644
--- a/src/connection.cpp
+++ b/src/connection.cpp
@@ -42,4 +42,10 @@ answer_type Connection::get(const endpoint_variant &endpoint,
     return make_request(http_method::GET, uri, parameters);
 }
 
+void Connection::set_proxy(const string_view proxy)
+{
+    CURLWrapper::set_proxy(proxy);
+    _instance.set_proxy(proxy);
+}
+
 } // namespace mastodonpp
diff --git a/src/curl_wrapper.cpp b/src/curl_wrapper.cpp
index 7b0eb79..0b8b49c 100644
--- a/src/curl_wrapper.cpp
+++ b/src/curl_wrapper.cpp
@@ -63,6 +63,16 @@ CURLWrapper::~CURLWrapper() noexcept
     }
 }
 
+void CURLWrapper::set_proxy(const string_view proxy)
+{
+    // NOLINTNEXTLINE(cppcoreguidelines-pro-type-vararg)
+    CURLcode code = curl_easy_setopt(_connection, CURLOPT_PROXY, proxy);
+    if (code != CURLE_OK)
+    {
+        throw CURLException{code, "Failed to set proxy", _curl_buffer_error};
+    }
+}
+
 answer_type CURLWrapper::make_request(const http_method &method, string uri,
                                       const parametermap &parameters)
 {