diff --git a/docs/usage/proxy.md b/docs/usage/proxy.md
new file mode 100644
index 00000000..2f8eb95d
--- /dev/null
+++ b/docs/usage/proxy.md
@@ -0,0 +1,21 @@
+# Proxy Support
+
+SGPT supports proxying requests through SOCKS and HTTP proxies. This is useful for environments where direct internet
+access is not allowed, but proxying is allowed.
+
+You can configure SGPT to use a proxy using the `http_proxy` and `https_proxy` environment variables.
+
+```bash
+$ export http_proxy=http://proxy.example.com:8080
+$ export https_proxy=http://proxy.example.com:8080
+$ sgpt "say hello"
+Hello! How can I assist you today?
+```
+
+Exceptions can be made for specific hosts by setting the `no_proxy` environment variable.
+
+```bash
+$ export no_proxy=example.com
+$ sgpt "say hello"
+Hello! How can I assist you today?
+```
diff --git a/mkdocs.yml b/mkdocs.yml
index 4d5418fe..2b762e51 100644
--- a/mkdocs.yml
+++ b/mkdocs.yml
@@ -72,5 +72,6 @@ nav:
       - Chat: 'usage/chat.md'
       - Docker: 'usage/docker.md'
       - Personas: 'usage/personas.md'
+      - Proxy Support: 'usage/proxy.md'
   - Configuration: 'configuration.md'
   - Examples: 'examples.md'
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