diff --git a/docs/proxy.md b/docs/proxy.md
new file mode 100644
index 00000000000..401c4325379
--- /dev/null
+++ b/docs/proxy.md
@@ -0,0 +1,123 @@
+# Connecting through a proxy
+
+Conneting through a proxy is possible by properly configuring the `Client` or `Pool` constructor and request.
+
+The proxy url should be passed to the `Client` or `Pool` constructor, while the upstream server url
+should be added to every request call in the `path`.
+For instance, if you need to send a request to the `/hello` route of your upstream server,
+the `path` should be `path: 'http://upstream.server:port/hello?foo=bar'`.
+
+If you proxy requires basic authentication, you can send it via the `proxy-authorization` header.
+
+### Connect without authentication
+
+```js
+import { Client } from 'undici'
+import { createServer } from 'http'
+import proxy from 'proxy'
+
+const server = await buildServer()
+const proxy = await buildProxy()
+
+const serverUrl = `http://localhost:${server.address().port}`
+const proxyUrl = `http://localhost:${proxy.address().port}`
+
+server.on('request', (req, res) => {
+  console.log(req.url) // '/hello?foo=bar'
+  res.setHeader('content-type', 'application/json')
+  res.end(JSON.stringify({ hello: 'world' }))
+})
+
+const client = new Client(proxyUrl)
+
+const response = await client.request({
+  method: 'GET',
+  path: serverUrl + '/hello?foo=bar'
+})
+
+response.body.setEncoding('utf8')
+let data = ''
+for await (const chunk of response.body) {
+  data += chunk
+}
+console.log(response.statusCode) // 200
+console.log(JSON.parse(data)) // { hello: 'world' }
+
+server.close()
+proxy.close()
+client.close()
+
+function buildServer () {
+  return new Promise((resolve, reject) => {
+    const server = createServer()
+    server.listen(0, () => resolve(server))
+  })
+}
+
+function buildProxy () {
+  return new Promise((resolve, reject) => {
+    const server = proxy(createServer())
+    server.listen(0, () => resolve(server))
+  })
+}
+```
+
+### Connect with authentication
+
+```js
+import { Client } from 'undici'
+import { createServer } from 'http'
+import proxy from 'proxy'
+
+const server = await buildServer()
+const proxy = await buildProxy()
+
+const serverUrl = `http://localhost:${server.address().port}`
+const proxyUrl = `http://localhost:${proxy.address().port}`
+
+proxy.authenticate = function (req, fn) {
+  fn(null, req.headers['proxy-authorization'] === `Basic ${Buffer.from('user:pass').toString('base64')}`)
+}
+
+server.on('request', (req, res) => {
+  console.log(req.url) // '/hello?foo=bar'
+  res.setHeader('content-type', 'application/json')
+  res.end(JSON.stringify({ hello: 'world' }))
+})
+
+const client = new Client(proxyUrl)
+
+const response = await client.request({
+  method: 'GET',
+  path: serverUrl + '/hello?foo=bar',
+  headers: {
+    'proxy-authorization': `Basic ${Buffer.from('user:pass').toString('base64')}`
+  }
+})
+
+response.body.setEncoding('utf8')
+let data = ''
+for await (const chunk of response.body) {
+  data += chunk
+}
+console.log(response.statusCode) // 200
+console.log(JSON.parse(data)) // { hello: 'world' }
+
+server.close()
+proxy.close()
+client.close()
+
+function buildServer () {
+  return new Promise((resolve, reject) => {
+    const server = createServer()
+    server.listen(0, () => resolve(server))
+  })
+}
+
+function buildProxy () {
+  return new Promise((resolve, reject) => {
+    const server = proxy(createServer())
+    server.listen(0, () => resolve(server))
+  })
+}
+```
diff --git a/lib/core/request.js b/lib/core/request.js
index 8a17bb7560b..b524b86a0be 100644
--- a/lib/core/request.js
+++ b/lib/core/request.js
@@ -9,10 +9,6 @@ const assert = require('assert')
 
 const kHandler = Symbol('handler')
 
-// Borrowed from https://gist.github.com/dperini/729294
-// eslint-disable-next-line no-control-regex
-const REGEXP_ABSOLUTE_URL = /^(?:(?:https?|ftp):\/\/)(?:\S+(?::\S*)?@)?(?:(?!10(?:\.\d{1,3}){3})(?!127(?:\.\d{1,3}){3})(?!169\.254(?:\.\d{1,3}){2})(?!192\.168(?:\.\d{1,3}){2})(?!172\.(?:1[6-9]|2\d|3[0-1])(?:\.\d{1,3}){2})(?:[1-9]\d?|1\d\d|2[01]\d|22[0-3])(?:\.(?:1?\d{1,2}|2[0-4]\d|25[0-5])){2}(?:\.(?:[1-9]\d?|1\d\d|2[0-4]\d|25[0-4]))|(?:(?:[a-z\x00a1-\xffff0-9]+-?)*[a-z\x00a1-\xffff0-9]+)(?:\.(?:[a-z\x00a1-\xffff0-9]+-?)*[a-z\x00a1-\xffff0-9]+)*(?:\.(?:[a-z\x00a1-\xffff]{2,})))(?::\d{2,5})?(?:\/[^\s]*)?$/ius
-
 class Request {
   constructor ({
     path,
@@ -24,7 +20,7 @@ class Request {
   }, handler) {
     if (typeof path !== 'string') {
       throw new InvalidArgumentError('path must be a string')
-    } else if (path[0] !== '/' && !REGEXP_ABSOLUTE_URL.test(path)) {
+    } else if (path[0] !== '/' && !(path.startsWith('http://') || path.startsWith('https://'))) {
       throw new InvalidArgumentError('path must be an absolute URL or start with a slash')
     }
 
diff --git a/package.json b/package.json
index b6e1f042b3c..d53d71a201c 100644
--- a/package.json
+++ b/package.json
@@ -39,6 +39,7 @@
     "https-pem": "^2.0.0",
     "jest": "^26.4.0",
     "pre-commit": "^1.2.2",
+    "proxy": "^1.0.2",
     "proxyquire": "^2.0.1",
     "snazzy": "^8.0.0",
     "standard": "^14.3.4",
diff --git a/test/proxy.js b/test/proxy.js
new file mode 100644
index 00000000000..ba22e1826f8
--- /dev/null
+++ b/test/proxy.js
@@ -0,0 +1,132 @@
+'use strict'
+
+const { test } = require('tap')
+const { Client, Pool } = require('..')
+const { createServer } = require('http')
+const proxy = require('proxy')
+
+test('connect through proxy', async (t) => {
+  t.plan(3)
+
+  const server = await buildServer()
+  const proxy = await buildProxy()
+
+  const serverUrl = `http://localhost:${server.address().port}`
+  const proxyUrl = `http://localhost:${proxy.address().port}`
+
+  server.on('request', (req, res) => {
+    t.strictEqual(req.url, '/hello?foo=bar')
+    res.setHeader('content-type', 'application/json')
+    res.end(JSON.stringify({ hello: 'world' }))
+  })
+
+  const client = new Client(proxyUrl)
+
+  const response = await client.request({
+    method: 'GET',
+    path: serverUrl + '/hello?foo=bar'
+  })
+
+  response.body.setEncoding('utf8')
+  let data = ''
+  for await (const chunk of response.body) {
+    data += chunk
+  }
+  t.strictEqual(response.statusCode, 200)
+  t.deepEqual(JSON.parse(data), { hello: 'world' })
+
+  server.close()
+  proxy.close()
+  client.close()
+})
+
+test('connect through proxy with auth', async (t) => {
+  t.plan(3)
+
+  const server = await buildServer()
+  const proxy = await buildProxy()
+
+  const serverUrl = `http://localhost:${server.address().port}`
+  const proxyUrl = `http://localhost:${proxy.address().port}`
+
+  proxy.authenticate = function (req, fn) {
+    fn(null, req.headers['proxy-authorization'] === `Basic ${Buffer.from('user:pass').toString('base64')}`)
+  }
+
+  server.on('request', (req, res) => {
+    t.strictEqual(req.url, '/hello?foo=bar')
+    res.setHeader('content-type', 'application/json')
+    res.end(JSON.stringify({ hello: 'world' }))
+  })
+
+  const client = new Client(proxyUrl)
+
+  const response = await client.request({
+    method: 'GET',
+    path: serverUrl + '/hello?foo=bar',
+    headers: {
+      'proxy-authorization': `Basic ${Buffer.from('user:pass').toString('base64')}`
+    }
+  })
+
+  response.body.setEncoding('utf8')
+  let data = ''
+  for await (const chunk of response.body) {
+    data += chunk
+  }
+  t.strictEqual(response.statusCode, 200)
+  t.deepEqual(JSON.parse(data), { hello: 'world' })
+
+  server.close()
+  proxy.close()
+  client.close()
+})
+
+test('connect through proxy (with pool)', async (t) => {
+  t.plan(3)
+
+  const server = await buildServer()
+  const proxy = await buildProxy()
+
+  const serverUrl = `http://localhost:${server.address().port}`
+  const proxyUrl = `http://localhost:${proxy.address().port}`
+
+  server.on('request', (req, res) => {
+    t.strictEqual(req.url, '/hello?foo=bar')
+    res.setHeader('content-type', 'application/json')
+    res.end(JSON.stringify({ hello: 'world' }))
+  })
+
+  const pool = new Pool(proxyUrl)
+
+  const response = await pool.request({
+    method: 'GET',
+    path: serverUrl + '/hello?foo=bar'
+  })
+
+  response.body.setEncoding('utf8')
+  let data = ''
+  for await (const chunk of response.body) {
+    data += chunk
+  }
+  t.strictEqual(response.statusCode, 200)
+  t.deepEqual(JSON.parse(data), { hello: 'world' })
+
+  server.close()
+  proxy.close()
+  pool.close()
+})
+
+function buildServer () {
+  return new Promise((resolve, reject) => {
+    const server = createServer()
+    server.listen(0, () => resolve(server))
+  })
+}
+
+function buildProxy () {
+  return new Promise((resolve, reject) => {
+    const server = proxy(createServer())
+    server.listen(0, () => resolve(server))
+  })
+}