diff --git a/mopidy/audio/actor.py b/mopidy/audio/actor.py
index ca023125..5d12954c 100644
--- a/mopidy/audio/actor.py
+++ b/mopidy/audio/actor.py
@@ -102,6 +102,7 @@ class Audio(pykka.ThreadingActor):
 
         self._connect(playbin, 'about-to-finish', self._on_about_to_finish)
         self._connect(playbin, 'notify::source', self._on_new_source)
+        self._connect(playbin, 'source-setup', self._on_source_setup)
 
         self._playbin = playbin
 
@@ -133,6 +134,22 @@ class Audio(pykka.ThreadingActor):
 
         self._appsrc = source
 
+    def _on_source_setup(self, element, source):
+        uri = element.get_property('uri')
+        if not uri or not uri.startswith('http://'):
+            return
+
+        if self._config['proxy']['hostname']:
+            full_proxy = self._config['proxy']['hostname']
+            if self._config['proxy']['port']:
+                full_proxy += ':' + str(self._config['proxy']['port'])
+            if self._config['proxy']['scheme']:
+                full_proxy = self._config['proxy']['scheme'] + "://" + full_proxy
+
+            source.set_property('proxy', full_proxy)
+            source.set_property('proxy-id', self._config['proxy']['username'])
+            source.set_property('proxy-pw', self._config['proxy']['password'])
+
     def _appsrc_on_need_data(self, appsrc, gst_length_hint):
         length_hint = utils.clocktime_to_millisecond(gst_length_hint)
         if self._appsrc_need_data_callback is not None:
@@ -153,6 +170,7 @@ class Audio(pykka.ThreadingActor):
     def _teardown_playbin(self):
         self._disconnect(self._playbin, 'about-to-finish')
         self._disconnect(self._playbin, 'notify::source')
+        self._disconnect(self._playbin, 'source-setup')
         self._playbin.set_state(gst.STATE_NULL)
 
     def _setup_output(self):