diff --git a/CHANGELOG.md b/CHANGELOG.md
index 6fc53394a7..5a6d927409 100644
--- a/CHANGELOG.md
+++ b/CHANGELOG.md
@@ -12,6 +12,7 @@ The format is based on [Keep a Changelog](https://keepachangelog.com/en/1.0.0/).
 
 ### Added
 
+* Support HTTPS proxies. (#2845)
 * Change the type of `Extensions` from `Mapping[Str, Any]` to `MutableMapping[Str, Any]`. (#2803)
 * Add `socket_options` argument to `httpx.HTTPTransport` and `httpx.AsyncHTTPTransport` classes. (#2716)
 * The `Response.raise_for_status()` method now returns the response instance. For example: `data = httpx.get('...').raise_for_status().json()`. (#2776)
diff --git a/httpx/_config.py b/httpx/_config.py
index f46a5bfe6b..39d81a20a0 100644
--- a/httpx/_config.py
+++ b/httpx/_config.py
@@ -326,6 +326,7 @@ def __init__(
         self,
         url: URLTypes,
         *,
+        ssl_context: typing.Optional[ssl.SSLContext] = None,
         auth: typing.Optional[typing.Tuple[str, str]] = None,
         headers: typing.Optional[HeaderTypes] = None,
     ):
@@ -343,6 +344,7 @@ def __init__(
         self.url = url
         self.auth = auth
         self.headers = headers
+        self.ssl_context = ssl_context
 
     @property
     def raw_auth(self) -> typing.Optional[typing.Tuple[bytes, bytes]]:
diff --git a/httpx/_transports/default.py b/httpx/_transports/default.py
index 1aebd5c5a5..7dba5b8208 100644
--- a/httpx/_transports/default.py
+++ b/httpx/_transports/default.py
@@ -156,6 +156,7 @@ def __init__(
                 proxy_auth=proxy.raw_auth,
                 proxy_headers=proxy.headers.raw,
                 ssl_context=ssl_context,
+                proxy_ssl_context=proxy.ssl_context,
                 max_connections=limits.max_connections,
                 max_keepalive_connections=limits.max_keepalive_connections,
                 keepalive_expiry=limits.keepalive_expiry,