diff --git a/NetworkPkg/HttpBootDxe/HttpBootClient.c b/NetworkPkg/HttpBootDxe/HttpBootClient.c
index 40f64fcb6bf8..0108dc07f392 100644
--- a/NetworkPkg/HttpBootDxe/HttpBootClient.c
+++ b/NetworkPkg/HttpBootDxe/HttpBootClient.c
@@ -664,52 +664,63 @@ HttpBootFreeCache (
   IN  HTTP_BOOT_CACHE_CONTENT  *Cache
   )
 {
-  UINTN                  Index;
-  LIST_ENTRY             *Entry;
-  LIST_ENTRY             *NextEntry;
-  HTTP_BOOT_ENTITY_DATA  *EntityData;
+  UINTN                         Index;
+  LIST_ENTRY                    *Entry;
+  LIST_ENTRY                    *NextEntry;
+  HTTP_BOOT_ENTITY_DATA         *EntityData;
+  EFI_HTTP_CONNECT_REQUEST_DATA *ConnRequestData;
 
-  if (Cache != NULL) {
-    //
-    // Free the request data
-    //
-    if (Cache->RequestData != NULL) {
-      if (Cache->RequestData->Url != NULL) {
-        FreePool (Cache->RequestData->Url);
-      }
+  if (Cache == NULL) {
+    return;
+  }
 
-      FreePool (Cache->RequestData);
+  //
+  // Free the request data
+  //
+  if (Cache->RequestData != NULL) {
+    if (Cache->RequestData->Url != NULL) {
+      FreePool (Cache->RequestData->Url);
     }
 
-    //
-    // Free the response header
-    //
-    if (Cache->ResponseData != NULL) {
-      if (Cache->ResponseData->Headers != NULL) {
-        for (Index = 0; Index < Cache->ResponseData->HeaderCount; Index++) {
-          FreePool (Cache->ResponseData->Headers[Index].FieldName);
-          FreePool (Cache->ResponseData->Headers[Index].FieldValue);
-        }
+    if (Cache->RequestData->Method == HttpMethodConnect) {
+      ConnRequestData = (EFI_HTTP_CONNECT_REQUEST_DATA*)Cache->RequestData;
 
-        FreePool (Cache->ResponseData->Headers);
+      if (ConnRequestData->ProxyUrl != NULL) {
+        FreePool (ConnRequestData->ProxyUrl);
       }
     }
 
-    //
-    // Free the response body
-    //
-    NET_LIST_FOR_EACH_SAFE (Entry, NextEntry, &Cache->EntityDataList) {
-      EntityData = NET_LIST_USER_STRUCT (Entry, HTTP_BOOT_ENTITY_DATA, Link);
-      if (EntityData->Block != NULL) {
-        FreePool (EntityData->Block);
+    FreePool (Cache->RequestData);
+  }
+
+  //
+  // Free the response header
+  //
+  if (Cache->ResponseData != NULL) {
+    if (Cache->ResponseData->Headers != NULL) {
+      for (Index = 0; Index < Cache->ResponseData->HeaderCount; Index++) {
+        FreePool (Cache->ResponseData->Headers[Index].FieldName);
+        FreePool (Cache->ResponseData->Headers[Index].FieldValue);
       }
 
-      RemoveEntryList (&EntityData->Link);
-      FreePool (EntityData);
+      FreePool (Cache->ResponseData->Headers);
     }
+  }
 
-    FreePool (Cache);
+  //
+  // Free the response body
+  //
+  NET_LIST_FOR_EACH_SAFE (Entry, NextEntry, &Cache->EntityDataList) {
+    EntityData = NET_LIST_USER_STRUCT (Entry, HTTP_BOOT_ENTITY_DATA, Link);
+    if (EntityData->Block != NULL) {
+      FreePool (EntityData->Block);
+    }
+
+    RemoveEntryList (&EntityData->Link);
+    FreePool (EntityData);
   }
+
+  FreePool (Cache);
 }
 
 /**
@@ -901,6 +912,182 @@ HttpBootGetBootFileCallback (
   return EFI_SUCCESS;
 }
 
+/**
+  This function establishes a connection through a proxy server
+
+  @param[in]       Private         The pointer to the driver's private data.
+
+  @retval EFI_SUCCESS              Connection successful.
+  @retval EFI_OUT_OF_RESOURCES     Could not allocate needed resources
+  @retval Others                   Unexpected error happened.
+
+**/
+EFI_STATUS
+HttpBootConnectProxy (
+  IN     HTTP_BOOT_PRIVATE_DATA  *Private
+  )
+{
+  EFI_STATUS                      Status;
+  EFI_HTTP_STATUS_CODE            StatusCode;
+  CHAR8                           *HostName;
+  EFI_HTTP_CONNECT_REQUEST_DATA   *RequestData;
+  HTTP_IO_RESPONSE_DATA           *ResponseData;
+  HTTP_IO                         *HttpIo;
+  HTTP_IO_HEADER                  *HttpIoHeader;
+  CHAR16                          *Url;
+  CHAR16                          *ProxyUrl;
+  UINTN                           UrlSize;
+
+  Url          = NULL;
+  ProxyUrl     = NULL;
+  RequestData  = NULL;
+  ResponseData = NULL;
+  HttpIoHeader = NULL;
+
+  UrlSize = AsciiStrSize (Private->BootFileUri);
+  Url     = AllocatePool (UrlSize * sizeof (CHAR16));
+  if (Url == NULL) {
+    return EFI_OUT_OF_RESOURCES;
+  }
+
+  AsciiStrToUnicodeStrS (Private->BootFileUri, Url, UrlSize);
+
+  UrlSize  = AsciiStrSize (Private->ProxyUri);
+  ProxyUrl = AllocatePool (UrlSize * (sizeof (CHAR16)));
+  if (ProxyUrl == NULL) {
+    Status = EFI_OUT_OF_RESOURCES;
+    goto EXIT;
+  }
+
+  AsciiStrToUnicodeStrS (Private->ProxyUri, ProxyUrl, UrlSize);
+
+  //
+  // Send HTTP request message.
+  //
+
+  //
+  // Build HTTP header for the request, 2 headers are needed to send a CONNECT method:
+  //   Host
+  //   User
+  //
+  HttpIoHeader = HttpIoCreateHeader (2);
+  if (HttpIoHeader == NULL) {
+    Status = EFI_OUT_OF_RESOURCES;
+    goto EXIT;
+  }
+
+  //
+  // Add HTTP header field 1: Host (EndPoint URI)
+  //
+  HostName = NULL;
+  Status   = HttpUrlGetHostName (
+               Private->BootFileUri,
+               Private->BootFileUriParser,
+               &HostName
+               );
+  if (EFI_ERROR (Status)) {
+    goto EXIT;
+  }
+
+  Status = HttpIoSetHeader (
+             HttpIoHeader,
+             HTTP_HEADER_HOST,
+             HostName
+             );
+  if (EFI_ERROR (Status)) {
+    goto EXIT;
+  }
+
+  //
+  // Add HTTP header field 2: User-Agent
+  //
+  Status = HttpIoSetHeader (
+             HttpIoHeader,
+             HTTP_HEADER_USER_AGENT,
+             HTTP_USER_AGENT_EFI_HTTP_BOOT
+             );
+  if (EFI_ERROR (Status)) {
+    goto EXIT;
+  }
+
+  //
+  // Build the rest of HTTP request info.
+  //
+  RequestData = AllocatePool (sizeof (EFI_HTTP_CONNECT_REQUEST_DATA));
+  if (RequestData == NULL) {
+    Status = EFI_OUT_OF_RESOURCES;
+    goto EXIT;
+  }
+
+  RequestData->Base.Method   = HttpMethodConnect;
+  RequestData->Base.Url      = Url;
+  RequestData->ProxyUrl      = ProxyUrl;
+
+  //
+  // Send out the request to HTTP server.
+  //
+  HttpIo = &Private->HttpIo;
+  Status = HttpIoSendRequest (
+             HttpIo,
+             &RequestData->Base,
+             HttpIoHeader->HeaderCount,
+             HttpIoHeader->Headers,
+             0,
+             NULL
+             );
+  if (EFI_ERROR (Status)) {
+    goto EXIT;
+  }
+
+  //
+  // Receive HTTP response message.
+  //
+
+  //
+  // Use zero BodyLength to only receive the response headers.
+  //
+  ResponseData = AllocateZeroPool (sizeof (HTTP_IO_RESPONSE_DATA));
+  if (ResponseData == NULL) {
+    Status = EFI_OUT_OF_RESOURCES;
+    goto EXIT;
+  }
+
+  Status = HttpIoRecvResponse (
+             &Private->HttpIo,
+             TRUE,
+             ResponseData
+             );
+
+  if (EFI_ERROR (Status) || EFI_ERROR (ResponseData->Status)) {
+    if (EFI_ERROR (ResponseData->Status)) {
+      StatusCode = HttpIo->RspToken.Message->Data.Response->StatusCode;
+      HttpBootPrintErrorMessage (StatusCode);
+      Status = ResponseData->Status;
+    }
+  }
+
+EXIT:
+  if (ResponseData != NULL) {
+    FreePool (ResponseData);
+  }
+
+  if (RequestData != NULL) {
+    FreePool (RequestData);
+  }
+
+  HttpIoFreeHeader (HttpIoHeader);
+
+  if (ProxyUrl != NULL) {
+    FreePool (ProxyUrl);
+  }
+
+  if (Url != NULL) {
+    FreePool (Url);
+  }
+
+  return Status;
+}
+
 /**
   This function download the boot file by using UEFI HTTP protocol.
 
@@ -1106,8 +1293,8 @@ HttpBootGetBootFile (
     goto ERROR_3;
   }
 
-  RequestData->Method = HeaderOnly ? HttpMethodHead : HttpMethodGet;
-  RequestData->Url    = Url;
+  RequestData->Method   = HeaderOnly ? HttpMethodHead : HttpMethodGet;
+  RequestData->Url      = Url;
 
   //
   // 2.3 Record the request info in a temp cache item.
diff --git a/NetworkPkg/HttpBootDxe/HttpBootClient.h b/NetworkPkg/HttpBootDxe/HttpBootClient.h
index 86a28bc91aa2..36613a47d6e0 100644
--- a/NetworkPkg/HttpBootDxe/HttpBootClient.h
+++ b/NetworkPkg/HttpBootDxe/HttpBootClient.h
@@ -86,6 +86,21 @@ HttpBootCreateHttpIo (
   IN     HTTP_BOOT_PRIVATE_DATA  *Private
   );
 
+/**
+  This function establishes a connection through a proxy server
+
+  @param[in]       Private         The pointer to the driver's private data.
+
+  @retval EFI_SUCCESS              Connection successful.
+  @retval EFI_OUT_OF_RESOURCES     Could not allocate needed resources
+  @retval Others                   Unexpected error happened.
+
+**/
+EFI_STATUS
+HttpBootConnectProxy (
+  IN     HTTP_BOOT_PRIVATE_DATA  *Private
+  );
+
 /**
   This function download the boot file by using UEFI HTTP protocol.
 
diff --git a/NetworkPkg/HttpBootDxe/HttpBootImpl.c b/NetworkPkg/HttpBootDxe/HttpBootImpl.c
index 29084407ad51..52337ba9ab0d 100644
--- a/NetworkPkg/HttpBootDxe/HttpBootImpl.c
+++ b/NetworkPkg/HttpBootDxe/HttpBootImpl.c
@@ -310,7 +310,11 @@ HttpBootGetBootFileCaller (
   EFI_STATUS                Status;
 
   if (Private->BootFileSize == 0) {
-    State = GetBootFileHead;
+    if (Private->ProxyUri != NULL) {
+      State = ConnectToProxy;
+    } else {
+      State = GetBootFileHead;
+    }
   } else {
     State = LoadBootFile;
   }
@@ -363,6 +367,16 @@ HttpBootGetBootFileCaller (
 
         break;
 
+      case ConnectToProxy:
+        Status = HttpBootConnectProxy (Private);
+        if (Status == EFI_SUCCESS) {
+          State = GetBootFileHead;
+        } else {
+          State = GetBootFileError;
+        }
+
+        break;
+
       case LoadBootFile:
         if (*BufferSize < Private->BootFileSize) {
           *BufferSize = Private->BootFileSize;
diff --git a/NetworkPkg/HttpBootDxe/HttpBootImpl.h b/NetworkPkg/HttpBootDxe/HttpBootImpl.h
index 33da4fec5123..e4ffc3ed48e5 100644
--- a/NetworkPkg/HttpBootDxe/HttpBootImpl.h
+++ b/NetworkPkg/HttpBootDxe/HttpBootImpl.h
@@ -14,6 +14,7 @@ SPDX-License-Identifier: BSD-2-Clause-Patent
 typedef enum {
   GetBootFileHead,
   GetBootFileGet,
+  ConnectToProxy,
   LoadBootFile,
   GetBootFileError
 } HTTP_GET_BOOT_FILE_STATE;