diff --git a/quickfixj-core/src/main/java/quickfix/mina/ProtocolFactory.java b/quickfixj-core/src/main/java/quickfix/mina/ProtocolFactory.java
index 13b88f0eec..cb3f69be58 100644
--- a/quickfixj-core/src/main/java/quickfix/mina/ProtocolFactory.java
+++ b/quickfixj-core/src/main/java/quickfix/mina/ProtocolFactory.java
@@ -21,7 +21,11 @@
 
 import java.net.InetSocketAddress;
 import java.net.SocketAddress;
+import java.util.Base64;
+import java.util.Collections;
 import java.util.HashMap;
+import java.util.List;
+import java.util.Map;
 
 
 import org.apache.mina.core.service.IoAcceptor;
@@ -150,17 +154,29 @@ private static ProxyRequest createHttpProxyRequest(InetSocketAddress address,
                                                        String proxyPassword,
                                                        String proxyDomain,
                                                        String proxyWorkstation) {
+        HttpProxyRequest req = new HttpProxyRequest(address);
         HashMap<String, String> props = new HashMap<>();
-        props.put(HttpProxyConstants.USER_PROPERTY, proxyUser);
-        props.put(HttpProxyConstants.PWD_PROPERTY, proxyPassword);
+        Map<String, List<String>> headers = new HashMap<>();
+        boolean authenticationNTLM = false;
+
         if (proxyDomain != null && proxyWorkstation != null) {
             props.put(HttpProxyConstants.DOMAIN_PROPERTY, proxyDomain);
             props.put(HttpProxyConstants.WORKSTATION_PROPERTY, proxyWorkstation);
+            authenticationNTLM = true;
+        }
+        if (proxyUser != null && proxyPassword != null) {
+            props.put(HttpProxyConstants.USER_PROPERTY, proxyUser);
+            props.put(HttpProxyConstants.PWD_PROPERTY, proxyPassword);
+            String proxyCredentials = proxyUser + ":" + proxyPassword;
+            String proxyCredentialsEncoded = Base64.getEncoder().encodeToString(proxyCredentials.getBytes());
+            String proxyAuthorization = (authenticationNTLM ? "NTLM " : "Basic ") + proxyCredentialsEncoded;
+            headers.put("Proxy-Authorization", Collections.singletonList(proxyAuthorization));
         }
 
-        HttpProxyRequest req = new HttpProxyRequest(address);
         req.setProperties(props);
-        if (proxyVersion != null && proxyVersion.equalsIgnoreCase("1.1")) {
+        req.setHeaders(headers);
+
+        if (proxyVersion != null && "1.1".equalsIgnoreCase(proxyVersion)) {
             req.setHttpVersion(HttpProxyConstants.HTTP_1_1);
         } else {
             req.setHttpVersion(HttpProxyConstants.HTTP_1_0);