diff --git a/tests/test_integration.py b/tests/test_integration.py
new file mode 100644
index 000000000..73e36596d
--- /dev/null
+++ b/tests/test_integration.py
@@ -0,0 +1,84 @@
+import sys
+import socket
+from threading import Thread
+import json
+
+import stripe
+import pytest
+
+if sys.version_info[0] < 3:
+    from BaseHTTPServer import BaseHTTPRequestHandler, HTTPServer
+else:
+    from http.server import BaseHTTPRequestHandler, HTTPServer
+
+
+def get_free_port():
+    s = socket.socket(socket.AF_INET, type=socket.SOCK_STREAM)
+    s.bind(("localhost", 0))
+    address, port = s.getsockname()
+    s.close()
+    return port
+
+
+class TestIntegration(object):
+    @pytest.fixture(autouse=True)
+    def close_mock_server(self):
+        yield
+        if self.mock_server:
+            self.mock_server.shutdown()
+            self.mock_server_thread.join()
+
+    def setup_mock_server(self, handler):
+        # Configure mock server.
+        self.mock_server_port = get_free_port()
+        self.mock_server = HTTPServer(
+            ("localhost", self.mock_server_port), handler
+        )
+
+        # Start running mock server in a separate thread.
+        # Daemon threads automatically shut down when the main process exits.
+        self.mock_server_thread = Thread(target=self.mock_server.serve_forever)
+        self.mock_server_thread.setDaemon(True)
+        self.mock_server_thread.start()
+
+    def test_hits_api_base(self):
+        class MockServerRequestHandler(BaseHTTPRequestHandler):
+            num_requests = 0
+
+            def do_GET(self):
+                self.__class__.num_requests += 1
+
+                self.send_response(200)
+                self.send_header(
+                    "Content-Type", "application/json; charset=utf-8"
+                )
+                self.end_headers()
+                self.wfile.write(json.dumps({}).encode("utf-8"))
+                return
+
+        self.setup_mock_server(MockServerRequestHandler)
+
+        stripe.api_base = "http://localhost:%s" % self.mock_server_port
+        stripe.Balance.retrieve()
+        assert MockServerRequestHandler.num_requests == 1
+
+    def test_hits_stripe_proxy(self):
+        class MockServerRequestHandler(BaseHTTPRequestHandler):
+            num_requests = 0
+
+            def do_GET(self):
+                self.__class__.num_requests += 1
+
+                self.send_response(200)
+                self.send_header(
+                    "Content-Type", "application/json; charset=utf-8"
+                )
+                self.end_headers()
+                self.wfile.write(json.dumps({}).encode("utf-8"))
+                return
+
+        self.setup_mock_server(MockServerRequestHandler)
+
+        stripe.proxy = "http://localhost:%s" % self.mock_server_port
+        stripe.Balance.retrieve()
+        assert MockServerRequestHandler.num_requests == 1