diff --git a/config/http_config.go b/config/http_config.go
index 1bc2d06b..73163206 100644
--- a/config/http_config.go
+++ b/config/http_config.go
@@ -31,6 +31,7 @@ import (
 	"time"
 
 	"github.com/mwitkow/go-conntrack"
+	"golang.org/x/net/http/httpproxy"
 	"golang.org/x/net/http2"
 	"golang.org/x/oauth2"
 	"golang.org/x/oauth2/clientcredentials"
@@ -227,11 +228,26 @@ type OAuth2 struct {
 	Scopes           []string          `yaml:"scopes,omitempty" json:"scopes,omitempty"`
 	TokenURL         string            `yaml:"token_url" json:"token_url"`
 	EndpointParams   map[string]string `yaml:"endpoint_params,omitempty" json:"endpoint_params,omitempty"`
+	TLSConfig        TLSConfig         `yaml:"tls_config,omitempty"`
+	ProxyConfig      `yaml:",inline"`
+}
 
-	// HTTP proxy server to use to connect to the targets.
-	ProxyURL URL `yaml:"proxy_url,omitempty" json:"proxy_url,omitempty"`
-	// TLSConfig is used to connect to the token URL.
-	TLSConfig TLSConfig `yaml:"tls_config,omitempty"`
+// UnmarshalYAML implements the yaml.Unmarshaler interface
+func (o *OAuth2) UnmarshalYAML(unmarshal func(interface{}) error) error {
+	type plain OAuth2
+	if err := unmarshal((*plain)(o)); err != nil {
+		return err
+	}
+	return o.ProxyConfig.Validate()
+}
+
+// UnmarshalJSON implements the json.Marshaler interface for URL.
+func (o *OAuth2) UnmarshalJSON(data []byte) error {
+	type plain OAuth2
+	if err := json.Unmarshal(data, (*plain)(o)); err != nil {
+		return err
+	}
+	return o.ProxyConfig.Validate()
 }
 
 // SetDirectory joins any relative file paths with dir.
@@ -281,13 +297,6 @@ type HTTPClientConfig struct {
 	// The bearer token file for the targets. Deprecated in favour of
 	// Authorization.CredentialsFile.
 	BearerTokenFile string `yaml:"bearer_token_file,omitempty" json:"bearer_token_file,omitempty"`
-	// HTTP proxy server to use to connect to the targets.
-	ProxyURL URL `yaml:"proxy_url,omitempty" json:"proxy_url,omitempty"`
-	// ProxyConnectHeader optionally specifies headers to send to
-	// proxies during CONNECT requests. Assume that at least _some_ of
-	// these headers are going to contain secrets and use Secret as the
-	// value type instead of string.
-	ProxyConnectHeader Header `yaml:"proxy_connect_header,omitempty" json:"proxy_connect_header,omitempty"`
 	// TLSConfig to use to connect to the targets.
 	TLSConfig TLSConfig `yaml:"tls_config,omitempty" json:"tls_config,omitempty"`
 	// FollowRedirects specifies whether the client should follow HTTP 3xx redirects.
@@ -298,6 +307,8 @@ type HTTPClientConfig struct {
 	// The omitempty flag is not set, because it would be hidden from the
 	// marshalled configuration when set to false.
 	EnableHTTP2 bool `yaml:"enable_http2" json:"enable_http2"`
+	// Proxy configuration.
+	ProxyConfig `yaml:",inline"`
 }
 
 // SetDirectory joins any relative file paths with dir.
@@ -372,8 +383,8 @@ func (c *HTTPClientConfig) Validate() error {
 			return fmt.Errorf("at most one of oauth2 client_secret & client_secret_file must be configured")
 		}
 	}
-	if len(c.ProxyConnectHeader) > 0 && (c.ProxyURL.URL == nil || c.ProxyURL.String() == "") {
-		return fmt.Errorf("if proxy_connect_header is configured proxy_url must also be configured")
+	if err := c.ProxyConfig.Validate(); err != nil {
+		return err
 	}
 	return nil
 }
@@ -502,8 +513,8 @@ func NewRoundTripperFromConfig(cfg HTTPClientConfig, name string, optFuncs ...HT
 		// The only timeout we care about is the configured scrape timeout.
 		// It is applied on request. So we leave out any timings here.
 		var rt http.RoundTripper = &http.Transport{
-			Proxy:                 http.ProxyURL(cfg.ProxyURL.URL),
-			ProxyConnectHeader:    cfg.ProxyConnectHeader.HTTPHeader(),
+			Proxy:                 cfg.ProxyConfig.Proxy(),
+			ProxyConnectHeader:    cfg.ProxyConfig.GetProxyConnectHeader(),
 			MaxIdleConns:          20000,
 			MaxIdleConnsPerHost:   1000, // see https://github.com/golang/go/issues/13801
 			DisableKeepAlives:     !opts.keepAlivesEnabled,
@@ -724,7 +735,8 @@ func (rt *oauth2RoundTripper) RoundTrip(req *http.Request) (*http.Response, erro
 		tlsTransport := func(tlsConfig *tls.Config) (http.RoundTripper, error) {
 			return &http.Transport{
 				TLSClientConfig:       tlsConfig,
-				Proxy:                 http.ProxyURL(rt.config.ProxyURL.URL),
+				Proxy:                 rt.config.ProxyConfig.Proxy(),
+				ProxyConnectHeader:    rt.config.ProxyConfig.GetProxyConnectHeader(),
 				DisableKeepAlives:     !rt.opts.keepAlivesEnabled,
 				MaxIdleConns:          20,
 				MaxIdleConnsPerHost:   1, // see https://github.com/golang/go/issues/13801
@@ -1072,3 +1084,78 @@ func (c HTTPClientConfig) String() string {
 	}
 	return string(b)
 }
+
+type ProxyConfig struct {
+	// HTTP proxy server to use to connect to the targets.
+	ProxyURL URL `yaml:"proxy_url,omitempty" json:"proxy_url,omitempty"`
+	// NoProxy contains addresses that should not use a proxy.
+	NoProxy string `yaml:"no_proxy,omitempty" json:"no_proxy,omitempty"`
+	// ProxyFromEnvironment makes use of net/http ProxyFromEnvironment function
+	// to determine proxies.
+	ProxyFromEnvironment bool `yaml:"proxy_from_environment,omitempty" json:"proxy_from_environment,omitempty"`
+	// ProxyConnectHeader optionally specifies headers to send to
+	// proxies during CONNECT requests. Assume that at least _some_ of
+	// these headers are going to contain secrets and use Secret as the
+	// value type instead of string.
+	ProxyConnectHeader Header `yaml:"proxy_connect_header,omitempty" json:"proxy_connect_header,omitempty"`
+
+	proxyFunc func(*http.Request) (*url.URL, error)
+}
+
+// UnmarshalYAML implements the yaml.Unmarshaler interface.
+func (c *ProxyConfig) Validate() error {
+	if len(c.ProxyConnectHeader) > 0 && (!c.ProxyFromEnvironment && (c.ProxyURL.URL == nil || c.ProxyURL.String() == "")) {
+		return fmt.Errorf("if proxy_connect_header is configured, proxy_url or proxy_from_environment must also be configured")
+	}
+	if c.ProxyFromEnvironment && c.ProxyURL.URL != nil && c.ProxyURL.String() != "" {
+		return fmt.Errorf("if proxy_from_environment is configured, proxy_url must not be configured")
+	}
+	if c.ProxyFromEnvironment && c.NoProxy != "" {
+		return fmt.Errorf("if proxy_from_environment is configured, no_proxy must not be configured")
+	}
+	if c.ProxyURL.URL == nil && c.NoProxy != "" {
+		return fmt.Errorf("if no_proxy is configured, proxy_url must also be configured")
+	}
+	return nil
+}
+
+// Proxy returns the Proxy URL for a request.
+func (c *ProxyConfig) Proxy() (fn func(*http.Request) (*url.URL, error)) {
+	if c == nil {
+		return nil
+	}
+	defer func() {
+		fn = c.proxyFunc
+	}()
+	if c.proxyFunc != nil {
+		return
+	}
+	if c.ProxyFromEnvironment {
+		proxyFn := httpproxy.FromEnvironment().ProxyFunc()
+		c.proxyFunc = func(req *http.Request) (*url.URL, error) {
+			return proxyFn(req.URL)
+		}
+		return
+	}
+	if c.ProxyURL.URL != nil && c.ProxyURL.URL.String() != "" {
+		if c.NoProxy == "" {
+			c.proxyFunc = http.ProxyURL(c.ProxyURL.URL)
+			return
+		}
+		proxy := &httpproxy.Config{
+			HTTPProxy:  c.ProxyURL.String(),
+			HTTPSProxy: c.ProxyURL.String(),
+			NoProxy:    c.NoProxy,
+		}
+		proxyFn := proxy.ProxyFunc()
+		c.proxyFunc = func(req *http.Request) (*url.URL, error) {
+			return proxyFn(req.URL)
+		}
+	}
+	return
+}
+
+// ProxyConnectHeader() return the Proxy Connext Headers.
+func (c *ProxyConfig) GetProxyConnectHeader() http.Header {
+	return c.ProxyConnectHeader.HTTPHeader()
+}
diff --git a/config/http_config_test.go b/config/http_config_test.go
index fbe65037..638a1332 100644
--- a/config/http_config_test.go
+++ b/config/http_config_test.go
@@ -119,6 +119,18 @@ var invalidHTTPClientConfigs = []struct {
 		httpClientConfigFile: "testdata/http.conf.oauth2-no-token-url.bad.yaml",
 		errMsg:               "oauth2 token_url must be configured",
 	},
+	{
+		httpClientConfigFile: "testdata/http.conf.proxy-from-env.bad.yaml",
+		errMsg:               "if proxy_from_environment is configured, proxy_url must not be configured",
+	},
+	{
+		httpClientConfigFile: "testdata/http.conf.no-proxy.bad.yaml",
+		errMsg:               "if proxy_from_environment is configured, no_proxy must not be configured",
+	},
+	{
+		httpClientConfigFile: "testdata/http.conf.no-proxy-without-proxy-url.bad.yaml",
+		errMsg:               "if no_proxy is configured, proxy_url must also be configured",
+	},
 }
 
 func newTestServer(handler func(w http.ResponseWriter, r *http.Request)) (*httptest.Server, error) {
@@ -1689,3 +1701,140 @@ func loadHTTPConfigJSONFile(filename string) (*HTTPClientConfig, []byte, error)
 	}
 	return cfg, content, nil
 }
+
+func TestProxyConfig_Proxy(t *testing.T) {
+	var proxyServer *httptest.Server
+
+	defer func() {
+		if proxyServer != nil {
+			proxyServer.Close()
+		}
+	}()
+
+	proxyServerHandler := http.HandlerFunc(func(w http.ResponseWriter, r *http.Request) {
+		fmt.Fprintf(w, "Hello, %s", r.URL.Path)
+	})
+
+	proxyServer = httptest.NewServer(proxyServerHandler)
+
+	testCases := []struct {
+		name             string
+		proxyConfig      string
+		expectedProxyURL string
+		targetURL        string
+		proxyEnv         string
+		noProxyEnv       string
+	}{
+		{
+			name:             "proxy from environment",
+			proxyConfig:      `proxy_from_environment: true`,
+			expectedProxyURL: proxyServer.URL,
+			proxyEnv:         proxyServer.URL,
+			targetURL:        "http://prometheus.io/",
+		},
+		{
+			name:             "proxy_from_environment with no_proxy",
+			proxyConfig:      `proxy_from_environment: true`,
+			expectedProxyURL: "",
+			proxyEnv:         proxyServer.URL,
+			noProxyEnv:       "prometheus.io",
+			targetURL:        "http://prometheus.io/",
+		},
+		{
+			name:             "proxy_from_environment and localhost",
+			proxyConfig:      `proxy_from_environment: true`,
+			expectedProxyURL: "",
+			proxyEnv:         proxyServer.URL,
+			targetURL:        "http://localhost/",
+		},
+		{
+			name:             "valid proxy_url and localhost",
+			proxyConfig:      fmt.Sprintf(`proxy_url: %s`, proxyServer.URL),
+			expectedProxyURL: proxyServer.URL,
+			targetURL:        "http://localhost/",
+		},
+		{
+			name: "valid proxy_url and no_proxy and localhost",
+			proxyConfig: fmt.Sprintf(`proxy_url: %s
+no_proxy: prometheus.io`, proxyServer.URL),
+			expectedProxyURL: "",
+			targetURL:        "http://localhost/",
+		},
+		{
+			name:             "valid proxy_url",
+			proxyConfig:      fmt.Sprintf(`proxy_url: %s`, proxyServer.URL),
+			expectedProxyURL: proxyServer.URL,
+			targetURL:        "http://prometheus.io/",
+		},
+		{
+			name: "valid proxy url and no_proxy",
+			proxyConfig: fmt.Sprintf(`proxy_url: %s
+no_proxy: prometheus.io`, proxyServer.URL),
+			expectedProxyURL: "",
+			targetURL:        "http://prometheus.io/",
+		},
+		{
+			name: "valid proxy url and no_proxies",
+			proxyConfig: fmt.Sprintf(`proxy_url: %s
+no_proxy: promcon.io,prometheus.io,cncf.io`, proxyServer.URL),
+			expectedProxyURL: "",
+			targetURL:        "http://prometheus.io/",
+		},
+		{
+			name: "valid proxy url and no_proxies that do not include target",
+			proxyConfig: fmt.Sprintf(`proxy_url: %s
+no_proxy: promcon.io,cncf.io`, proxyServer.URL),
+			expectedProxyURL: proxyServer.URL,
+			targetURL:        "http://prometheus.io/",
+		},
+	}
+
+	for _, tc := range testCases {
+		t.Run(tc.name, func(t *testing.T) {
+			if proxyServer != nil {
+				defer proxyServer.Close()
+			}
+
+			var proxyConfig ProxyConfig
+
+			err := yaml.Unmarshal([]byte(tc.proxyConfig), &proxyConfig)
+			if err != nil {
+				t.Errorf("failed to unmarshal proxy config: %v", err)
+				return
+			}
+
+			if tc.proxyEnv != "" {
+				currentProxy := os.Getenv("HTTP_PROXY")
+				t.Cleanup(func() { os.Setenv("HTTP_PROXY", currentProxy) })
+				os.Setenv("HTTP_PROXY", tc.proxyEnv)
+			}
+
+			if tc.noProxyEnv != "" {
+				currentProxy := os.Getenv("NO_PROXY")
+				t.Cleanup(func() { os.Setenv("NO_PROXY", currentProxy) })
+				os.Setenv("NO_PROXY", tc.noProxyEnv)
+			}
+
+			req := httptest.NewRequest("GET", tc.targetURL, nil)
+
+			proxyFunc := proxyConfig.Proxy()
+			resultURL, err := proxyFunc(req)
+
+			if err != nil {
+				t.Fatalf("expected no error, but got: %v", err)
+				return
+			}
+			if tc.expectedProxyURL == "" && resultURL != nil {
+				t.Fatalf("expected no result URL, but got: %s", resultURL.String())
+				return
+			}
+			if tc.expectedProxyURL != "" && resultURL == nil {
+				t.Fatalf("expected result URL, but got nil")
+				return
+			}
+			if tc.expectedProxyURL != "" && resultURL.String() != tc.expectedProxyURL {
+				t.Fatalf("expected result URL: %s, but got: %s", tc.expectedProxyURL, resultURL.String())
+			}
+		})
+	}
+}
diff --git a/config/testdata/http.conf.no-proxy-without-proxy-url.bad.yaml b/config/testdata/http.conf.no-proxy-without-proxy-url.bad.yaml
new file mode 100644
index 00000000..9c9ef353
--- /dev/null
+++ b/config/testdata/http.conf.no-proxy-without-proxy-url.bad.yaml
@@ -0,0 +1 @@
+no_proxy: 127.0.0.1
diff --git a/config/testdata/http.conf.no-proxy.bad.yaml b/config/testdata/http.conf.no-proxy.bad.yaml
new file mode 100644
index 00000000..3d7a1252
--- /dev/null
+++ b/config/testdata/http.conf.no-proxy.bad.yaml
@@ -0,0 +1,2 @@
+proxy_from_environment: true
+no_proxy: 127.0.0.1
diff --git a/config/testdata/http.conf.proxy-from-env.bad.yaml b/config/testdata/http.conf.proxy-from-env.bad.yaml
new file mode 100644
index 00000000..fd177a6e
--- /dev/null
+++ b/config/testdata/http.conf.proxy-from-env.bad.yaml
@@ -0,0 +1,2 @@
+proxy_from_environment: true
+proxy_url: foo