diff --git a/cohttp-lwt-unix/examples/client_lwt_proxy.ml b/cohttp-lwt-unix/examples/client_lwt_proxy.ml
new file mode 100644
index 0000000000..397f66b91f
--- /dev/null
+++ b/cohttp-lwt-unix/examples/client_lwt_proxy.ml
@@ -0,0 +1,146 @@
+open Lwt
+open Cohttp
+open Cohttp_lwt_unix
+
+let () =
+  if not @@ Debug.debug_active () then (
+    Fmt_tty.setup_std_outputs ~style_renderer:`Ansi_tty ~utf_8:true ();
+    Logs.set_level ~all:true (Some Logs.Debug);
+    Logs.set_reporter Debug.default_reporter)
+
+let proxy_uri = ref None
+let uri = ref []
+let proxy_authorization = ref None
+let set_proxy_uri uri = proxy_uri := Some (Uri.of_string uri)
+
+let set_proxy_authorization auth =
+  proxy_authorization :=
+    Some (Cohttp.Auth.credential_of_string ("Basic " ^ Base64.encode_exn auth))
+
+let usage_msg =
+  {|Usage: test_client_proxy -proxy <uri> <resource>
+Examples:
+$ test_client_proxy -proxy http://localhost:8080 http://example.com
+$ test_client_proxy -proxy https://localhost:8080 https://example.com
+Options:|}
+
+let anon_fun args = uri := !uri @ [ args ]
+
+let speclist =
+  [
+    ("-proxy", Arg.String set_proxy_uri, "<uri>  Proxy uri");
+    ("-proxyauth", Arg.String set_proxy_authorization, " Proxy authorization");
+  ]
+
+(* Boilerplate code to handle redirects *)
+
+let rec http_get_and_follow ~max_redirects ?headers uri =
+  let open Lwt.Syntax in
+  let* ans = Cohttp_lwt_unix.Client.get ?headers uri in
+  follow_redirect ~max_redirects ?headers uri ans
+
+and follow_redirect ~max_redirects ?headers request_uri (response, body) =
+  let open Lwt.Syntax in
+  let status = Http.Response.status response in
+  (* The unconsumed body would otherwise leak memory *)
+  let* () =
+    if status <> `OK then Cohttp_lwt.Body.drain_body body else Lwt.return_unit
+  in
+  match status with
+  | `OK -> Lwt.return (response, body)
+  | `Permanent_redirect | `Moved_permanently ->
+      handle_redirect ~permanent:true ~max_redirects ?headers request_uri
+        response
+  | `Found | `Temporary_redirect ->
+      handle_redirect ~permanent:false ~max_redirects ?headers request_uri
+        response
+  | `Not_found | `Gone -> failwith "Not found"
+  | status ->
+      Lwt.fail_with
+        (Printf.sprintf "Unhandled status: %s"
+           (Cohttp.Code.string_of_status status))
+
+and handle_redirect ~permanent ~max_redirects ?headers request_uri response =
+  if max_redirects <= 0 then failwith "Too many redirects"
+  else
+    let headers' = Http.Response.headers response in
+    let location = Http.Header.get headers' "location" in
+    match location with
+    | None -> failwith "Redirection without Location header"
+    | Some url ->
+        let open Lwt.Syntax in
+        let uri = Uri.of_string url in
+        let* () =
+          if permanent then
+            Logs_lwt.warn (fun m ->
+                m "Permanent redirection from %s to %s"
+                  (Uri.to_string request_uri)
+                  url)
+          else Lwt.return_unit
+        in
+        http_get_and_follow ?headers uri ~max_redirects:(max_redirects - 1)
+
+(* Interesting stuff *)
+
+let getenv_opt k =
+  match Sys.getenv_opt k with
+  | Some v -> Some (k, Uri.of_string v)
+  | None -> None
+
+let getenv_opt_case k =
+  match getenv_opt (String.lowercase_ascii k) with
+  | None -> getenv_opt (String.uppercase_ascii k)
+  | v -> v
+
+let main ~proxy ~uri ~credential () =
+  let all_proxy, no_proxy, scheme_proxy =
+    match proxy with
+    | None ->
+        ( Option.map Uri.of_string (Sys.getenv_opt "ALL_PROXY"),
+          Sys.getenv_opt "NO_PROXY",
+          [
+            getenv_opt_case "httpunix_proxy";
+            getenv_opt_case "https_proxy";
+            getenv_opt "http_proxy";
+          ]
+          |> List.filter_map (function
+               | Some (k, v) -> Some (String.(sub k 0 (rindex k '_')), v)
+               | n -> n) )
+    | v -> (v, None, [])
+  in
+
+  let proxy_headers =
+    Option.map
+      (fun credential ->
+        Http.Header.init_with "Proxy-Authorization"
+          (Cohttp.Auth.string_of_credential credential))
+      credential
+  in
+
+  let module Cache = Cohttp_lwt_unix.Connection_proxy in
+  let cache =
+    Cache.create ?all_proxy ~scheme_proxy ?no_proxy ?proxy_headers ()
+  in
+  Client.set_cache (Cache.call cache);
+
+  http_get_and_follow ~max_redirects:2 (Uri.of_string uri)
+  >>= fun (resp, body) ->
+  let code = resp |> Response.status |> Code.code_of_status in
+  Printf.printf "Response code: %d\n" code;
+  Printf.printf "Headers: %s\n" (resp |> Response.headers |> Header.to_string);
+  body |> Cohttp_lwt.Body.to_string >|= fun body ->
+  Printf.printf "Body of length: %d\n" (String.length body);
+  print_endline ("Received body\n" ^ body)
+
+(* Argument parsing *)
+
+let () =
+  Arg.parse speclist anon_fun usage_msg;
+  if List.length !uri <> 1 then (
+    prerr_endline "Expected a single resource uri.";
+    prerr_endline usage_msg;
+    exit 1);
+  let proxy = !proxy_uri
+  and uri = List.hd !uri
+  and credential = !proxy_authorization in
+  Lwt_main.run (main ~proxy ~uri ~credential ())
diff --git a/cohttp-lwt-unix/examples/dune b/cohttp-lwt-unix/examples/dune
index c323e76d54..b596cd6b38 100644
--- a/cohttp-lwt-unix/examples/dune
+++ b/cohttp-lwt-unix/examples/dune
@@ -1,8 +1,13 @@
 (executables
- (names client_lwt client_lwt_timeout docker_lwt server_lwt)
- (libraries cohttp-lwt-unix))
+ (names client_lwt client_lwt_timeout docker_lwt server_lwt client_lwt_proxy)
+ (libraries cohttp-lwt-unix fmt.tty))
 
 (alias
  (name runtest)
  (package cohttp-lwt-unix)
- (deps client_lwt.exe client_lwt_timeout.exe docker_lwt.exe server_lwt.exe))
+ (deps
+  client_lwt.exe
+  client_lwt_timeout.exe
+  docker_lwt.exe
+  server_lwt.exe
+  client_lwt_proxy.exe))