diff --git a/README.rst b/README.rst
index 14557bd7..3d3190ef 100755
--- a/README.rst
+++ b/README.rst
@@ -171,3 +171,19 @@ and replacing the one you can find in this same directory by the updated one.
 Don't forget to run ``python3 tl_generator.py``.
 
 If the changes weren't too big, everything should still work the same way as it did before; but with extra features.
+
+Using proxy
+-----------
+If you want to use Telethon via proxy, you have to install
+`PySocks (via pip or manual) <https://github.com/Anorov/PySocks#installation>`_
+and pass proxy settings to ``TelegramClient()`` like
+
+.. code:: python
+
+  >>> from telethon import InteractiveTelegramClient
+  >>> import socks
+  >>> client = InteractiveTelegramClient('sessionid', '+34600000000',
+  ...     api_id=12345, api_hash='0123456789abcdef0123456789abcdef', proxy=(socks.SOCKS5, "localhost", 4444))
+
+``proxy`` accept a tuple, which contains exactly the same parameters as
+`what a set_proxy method accepts <https://github.com/Anorov/PySocks#sockssocksocket>`_.
diff --git a/telethon/interactive_telegram_client.py b/telethon/interactive_telegram_client.py
index c1b73c78..46efa01e 100644
--- a/telethon/interactive_telegram_client.py
+++ b/telethon/interactive_telegram_client.py
@@ -30,11 +30,11 @@ def bytes_to_string(byte_count):
 
 
 class InteractiveTelegramClient(TelegramClient):
-    def __init__(self, session_user_id, user_phone, api_id, api_hash):
+    def __init__(self, session_user_id, user_phone, api_id, api_hash, proxy=None):
         print_title('Initialization')
 
         print('Initializing interactive example...')
-        super().__init__(session_user_id, api_id, api_hash)
+        super().__init__(session_user_id, api_id, api_hash, proxy)
 
         # Store all the found media in memory here,
         # so it can be downloaded if the user wants
diff --git a/telethon/network/tcp_client.py b/telethon/network/tcp_client.py
index 9ff2e99e..2bc9fc9d 100755
--- a/telethon/network/tcp_client.py
+++ b/telethon/network/tcp_client.py
@@ -9,9 +9,20 @@ from telethon.utils import BinaryWriter
 
 
 class TcpClient:
-    def __init__(self):
+    def __init__(self, proxy=None):
         self.connected = False
-        self.socket = socket.socket(socket.AF_INET, socket.SOCK_STREAM)
+        if proxy:
+            try:
+                import socks
+                self.socket = socks.socksocket(socket.AF_INET, socket.SOCK_STREAM)
+                self.socket.set_proxy(*proxy)
+            except (ImportError, SystemError):
+                print("Can't import PySocks, fallback to vanilla socket. "
+                      "Proxy settings are ignored. "
+                      "Try to install PySocks via pip")
+                self.socket = socket.socket(socket.AF_INET, socket.SOCK_STREAM)
+        else:
+            self.socket = socket.socket(socket.AF_INET, socket.SOCK_STREAM)
 
         # Support for multi-threading advantages and safety
         self.cancelled = False  # Has the read operation been cancelled?
diff --git a/telethon/network/tcp_transport.py b/telethon/network/tcp_transport.py
index ede0c151..2291d828 100755
--- a/telethon/network/tcp_transport.py
+++ b/telethon/network/tcp_transport.py
@@ -7,8 +7,8 @@ from telethon.utils import BinaryWriter
 
 
 class TcpTransport:
-    def __init__(self, ip_address, port):
-        self.tcp_client = TcpClient()
+    def __init__(self, ip_address, port, proxy=None):
+        self.tcp_client = TcpClient(proxy)
         self.send_counter = 0
 
         self.tcp_client.connect(ip_address, port)
diff --git a/telethon/telegram_client.py b/telethon/telegram_client.py
index 812c55da..fa88687e 100644
--- a/telethon/telegram_client.py
+++ b/telethon/telegram_client.py
@@ -45,7 +45,7 @@ class TelegramClient:
 
     # region Initialization
 
-    def __init__(self, session, api_id, api_hash):
+    def __init__(self, session, api_id, api_hash, proxy=None):
         """Initializes the Telegram client with the specified API ID and Hash.
 
            Session can either be a `str` object (the filename for the loaded/saved .session)
@@ -72,7 +72,7 @@ class TelegramClient:
                 'The given session must either be a string or a Session instance.')
 
         self.transport = TcpTransport(self.session.server_address,
-                                      self.session.port)
+                                      self.session.port, proxy)
 
         # These will be set later
         self.dc_options = None