diff --git a/daphne/tests/testcases.py b/daphne/tests/testcases.py
index 2ddd744..6e2e7a8 100644
--- a/daphne/tests/testcases.py
+++ b/daphne/tests/testcases.py
@@ -2,6 +2,9 @@
 Contains a test case class to allow verifying ASGI messages
 """
 from __future__ import unicode_literals
+
+from collections import defaultdict
+
 import six
 import socket
 from six.moves.urllib import parse
@@ -67,13 +70,22 @@ class ASGITestCase(unittest.TestCase):
         # Assert that query_string is a byte string and still url encoded
         self.assertIsInstance(query_string, six.binary_type)
         self.assertEqual(query_string, parse.urlencode(request_params or []).encode('ascii'))
-        # Current implementation doesn't keep ordering
-        headers = channel_message['headers']
-        expected = {
-            (name.lower().strip().encode('ascii'), value.strip().encode('ascii'))
-            for name, value in (request_headers or [])
-        }
-        self.assertEqual(set(headers), expected)
+
+        # Ordering of header names is not important, but the order of values for a header
+        # name is. To assert whether that order is kept, we transform both the request
+        # headers and the channel message headers into a dictionary
+        # {name: [value1, value2, ...]} and check if they're equal.
+        transformed_message_headers = defaultdict(list)
+        for name, value in channel_message['headers']:
+            transformed_message_headers[name].append(value)
+
+        transformed_request_headers = defaultdict(list)
+        for name, value in (request_headers or []):
+            expected_name = name.lower().strip().encode('ascii')
+            expected_value = value.strip().encode('ascii')
+            transformed_request_headers[expected_name].append(expected_value)
+
+        self.assertEqual(transformed_message_headers, transformed_request_headers)
 
         # == Assertions about optional channel_message fields ==