diff --git a/spec/client_spec.cr b/spec/client_spec.cr
index 63ba866..44b4004 100644
--- a/spec/client_spec.cr
+++ b/spec/client_spec.cr
@@ -1,5 +1,24 @@
 require "./spec_helper"
 
+class RecordingProxyClient < HTTP::Proxy::Client
+  getter open_calls = 0
+
+  def initialize
+    super("127.0.0.1", 8080)
+  end
+
+  def open(host, port, tls = nil, *, dns_timeout, connect_timeout, read_timeout, write_timeout) : IO
+    @open_calls += 1
+    IO::Memory.new
+  end
+end
+
+class HTTP::Client
+  def proxy_io_for_spec
+    io
+  end
+end
+
 describe HTTP::Proxy::Client do
   describe "#initialize" do
     it "with host and port" do
@@ -18,6 +37,19 @@ describe HTTP::Proxy::Client do
 
     describe "HTTP::Client#proxy=" do
       context HTTP::Client do
+        it "keeps using proxy after client reconnect" do
+          proxy_client = RecordingProxyClient.new
+          client = HTTP::Client.new("httpbingo.org")
+
+          client.proxy = proxy_client
+          proxy_client.open_calls.should eq(1)
+
+          client.close
+
+          client.proxy_io_for_spec
+          proxy_client.open_calls.should eq(2)
+        end
+
         it "should make HTTP request" do
           with_proxy_server do |host, port, _username, _password, wants_close|
             proxy_client = HTTP::Proxy::Client.new(host, port)
diff --git a/src/ext/http/client.cr b/src/ext/http/client.cr
index 5265da4..8095a06 100644
--- a/src/ext/http/client.cr
+++ b/src/ext/http/client.cr
@@ -39,5 +39,48 @@ module HTTP
         request.headers["Proxy-Authorization"] = header
       end
     end
+
+    # Keep proxy behavior across reconnects by rebuilding @io via proxy as well.
+    private def io
+      current_io = @io
+      return current_io if current_io
+
+      unless @reconnect
+        raise "This HTTP::Client cannot be reconnected"
+      end
+
+      if proxy = @proxy
+        @io = proxy.open(
+          host: @host,
+          port: @port,
+          tls: @tls,
+          dns_timeout: @dns_timeout,
+          connect_timeout: @connect_timeout,
+          read_timeout: @read_timeout,
+          write_timeout: @write_timeout
+        )
+      else
+        hostname = @host.starts_with?('[') && @host.ends_with?(']') ? @host[1..-2] : @host
+        io = TCPSocket.new(hostname, @port, @dns_timeout, @connect_timeout)
+        io.read_timeout = @read_timeout if @read_timeout
+        io.write_timeout = @write_timeout if @write_timeout
+        io.sync = false
+
+        {% if !flag?(:without_openssl) %}
+          if tls = @tls
+            tcp_socket = io
+            begin
+              io = OpenSSL::SSL::Socket::Client.new(tcp_socket, context: tls, sync_close: true, hostname: @host.rchop('.'))
+            rescue exc
+              # don't leak the TCP socket when the SSL connection failed
+              tcp_socket.close
+              raise exc
+            end
+          end
+        {% end %}
+
+        @io = io
+      end
+    end
   end
 end