diff --git a/docs/docs/api/ProxyAgent.md b/docs/docs/api/ProxyAgent.md
index 932716ae795..49a0a643946 100644
--- a/docs/docs/api/ProxyAgent.md
+++ b/docs/docs/api/ProxyAgent.md
@@ -17,6 +17,8 @@ Returns: `ProxyAgent`
 Extends: [`AgentOptions`](/docs/docs/api/Agent.md#parameter-agentoptions)
 > It ommits `AgentOptions#connect`.
 
+> **Note:** When `AgentOptions#connections` is set, and different from `0`, the non-standard [`proxy-connection` header](https://udger.com/resources/http-request-headers-detail?header=Proxy-Connection) will be set to `keep-alive` in the request.
+
 * **uri** `string | URL` (required) - The URI of the proxy server.  This can be provided as a string, as an instance of the URL class, or as an object with a `uri` property of type string.
 If the `uri` is provided as a string or `uri` is an object with an `uri` property of type string, then it will be parsed into a `URL` object according to the [WHATWG URL Specification](https://url.spec.whatwg.org).
 For detailed information on the parsing process and potential validation errors, please refer to the ["Writing" section](https://url.spec.whatwg.org/#writing) of the WHATWG URL Specification.
diff --git a/lib/dispatcher/proxy-agent.js b/lib/dispatcher/proxy-agent.js
index c5b4d51babb..48a13f71267 100644
--- a/lib/dispatcher/proxy-agent.js
+++ b/lib/dispatcher/proxy-agent.js
@@ -75,7 +75,8 @@ class ProxyAgent extends DispatcherBase {
             signal: opts.signal,
             headers: {
               ...this[kProxyHeaders],
-              host: opts.host
+              host: opts.host,
+              ...(opts.connections == null || opts.connections > 0 ? { 'proxy-connection': 'keep-alive' } : {})
             },
             servername: this[kProxyTls]?.servername || proxyHostname
           })
diff --git a/test/proxy-agent.js b/test/proxy-agent.js
index a412b4adebf..4a294d79cc4 100644
--- a/test/proxy-agent.js
+++ b/test/proxy-agent.js
@@ -119,6 +119,46 @@ test('should accept string, URL and object as options', (t) => {
   t.doesNotThrow(() => new ProxyAgent({ uri: 'http://example.com' }))
 })
 
+test('use proxy-agent to connect through proxy (keep alive)', async (t) => {
+  t = tspl(t, { plan: 6 })
+  const server = await buildServer()
+  const proxy = await buildProxy()
+  delete proxy.authenticate
+
+  const serverUrl = `http://localhost:${server.address().port}`
+  const proxyUrl = `http://localhost:${proxy.address().port}`
+  const proxyAgent = new ProxyAgent({
+    uri: proxyUrl
+  })
+  const parsedOrigin = new URL(serverUrl)
+
+  proxy.on('connect', (msg) => {
+    t.strictEqual(msg.headers['proxy-connection'], 'keep-alive')
+  })
+
+  server.on('request', (req, res) => {
+    t.strictEqual(req.url, '/')
+    t.strictEqual(req.headers.host, parsedOrigin.host, 'should not use proxyUrl as host')
+    res.setHeader('content-type', 'application/json')
+    res.end(JSON.stringify({ hello: 'world' }))
+  })
+
+  const {
+    statusCode,
+    headers,
+    body
+  } = await request(serverUrl, { dispatcher: proxyAgent })
+  const json = await body.json()
+
+  t.strictEqual(statusCode, 200)
+  t.deepStrictEqual(json, { hello: 'world' })
+  t.strictEqual(headers.connection, 'keep-alive', 'should remain the connection open')
+
+  server.close()
+  proxy.close()
+  proxyAgent.close()
+})
+
 test('use proxy-agent to connect through proxy', async (t) => {
   t = tspl(t, { plan: 6 })
   const server = await buildServer()
@@ -519,6 +559,7 @@ test('ProxyAgent correctly sends headers when using fetch - #1355, #1623', async
   }
 
   const expectedProxyHeaders = {
+    'proxy-connection': 'keep-alive',
     host: `localhost:${server.address().port}`,
     connection: 'close'
   }