diff --git a/packages/aws-cdk/lib/api/aws-auth/awscli-compatible.ts b/packages/aws-cdk/lib/api/aws-auth/awscli-compatible.ts
index 268b93ddf3056..dc1c5df8c8ce8 100644
--- a/packages/aws-cdk/lib/api/aws-auth/awscli-compatible.ts
+++ b/packages/aws-cdk/lib/api/aws-auth/awscli-compatible.ts
@@ -30,7 +30,11 @@ export class AwsCliCompatible {
    * 3. Respects $AWS_SHARED_CREDENTIALS_FILE.
    * 4. Respects $AWS_DEFAULT_PROFILE in addition to $AWS_PROFILE.
    */
-  public static async credentialChain(profile: string | undefined, ec2creds: boolean | undefined, containerCreds: boolean | undefined) {
+  public static async credentialChain(
+    profile: string | undefined,
+    ec2creds: boolean | undefined,
+    containerCreds: boolean | undefined,
+    httpOptions: AWS.HTTPOptions | undefined) {
     await forceSdkToReadConfigIfPresent();
 
     profile = profile || process.env.AWS_PROFILE || process.env.AWS_DEFAULT_PROFILE || 'default';
@@ -41,11 +45,11 @@ export class AwsCliCompatible {
     ];
 
     if (await fs.pathExists(credentialsFileName())) {
-      sources.push(() => new AWS.SharedIniFileCredentials({ profile, filename: credentialsFileName() }));
+      sources.push(() => new AWS.SharedIniFileCredentials({ profile, filename: credentialsFileName(), httpOptions }));
     }
 
     if (await fs.pathExists(configFileName())) {
-      sources.push(() => new AWS.SharedIniFileCredentials({ profile, filename: credentialsFileName() }));
+      sources.push(() => new AWS.SharedIniFileCredentials({ profile, filename: credentialsFileName(), httpOptions }));
     }
 
     if (containerCreds ?? hasEcsCredentials()) {
diff --git a/packages/aws-cdk/lib/api/aws-auth/sdk-provider.ts b/packages/aws-cdk/lib/api/aws-auth/sdk-provider.ts
index 52523d1e52a50..d0b977225824a 100644
--- a/packages/aws-cdk/lib/api/aws-auth/sdk-provider.ts
+++ b/packages/aws-cdk/lib/api/aws-auth/sdk-provider.ts
@@ -88,14 +88,15 @@ export class SdkProvider {
    * class `AwsCliCompatible` for the details.
    */
   public static async withAwsCliCompatibleDefaults(options: SdkProviderOptions = {}) {
-    const chain = await AwsCliCompatible.credentialChain(options.profile, options.ec2creds, options.containerCreds);
+    const sdkOptions = parseHttpOptions(options.httpOptions ?? {});
+
+    const chain = await AwsCliCompatible.credentialChain(options.profile, options.ec2creds, options.containerCreds, sdkOptions.httpOptions);
     const region = await AwsCliCompatible.region(options.profile);
 
-    return new SdkProvider(chain, region, options.httpOptions);
+    return new SdkProvider(chain, region, sdkOptions);
   }
 
   private readonly plugins = new CredentialPlugins();
-  private readonly httpOptions: ConfigurationOptions;
 
   public constructor(
     private readonly defaultChain: AWS.CredentialProviderChain,
@@ -103,8 +104,7 @@ export class SdkProvider {
      * Default region
      */
     public readonly defaultRegion: string,
-    httpOptions: SdkHttpOptions = {}) {
-    this.httpOptions = defaultHttpOptions(httpOptions);
+    private readonly sdkOptions: ConfigurationOptions = {}) {
   }
 
   /**
@@ -116,7 +116,7 @@ export class SdkProvider {
   public async forEnvironment(accountId: string | undefined, region: string | undefined, mode: Mode): Promise<ISDK> {
     const env = await this.resolveEnvironment(accountId, region);
     const creds = await this.obtainCredentials(env.account, mode);
-    return new SDK(creds, env.region, this.httpOptions);
+    return new SDK(creds, env.region, this.sdkOptions);
   }
 
   /**
@@ -139,12 +139,12 @@ export class SdkProvider {
       },
       stsConfig: {
         region,
-        ...this.httpOptions,
+        ...this.sdkOptions,
       },
       masterCredentials: await this.defaultCredentials(),
     });
 
-    return new SDK(creds, region, this.httpOptions);
+    return new SDK(creds, region, this.sdkOptions);
   }
 
   /**
@@ -199,7 +199,7 @@ export class SdkProvider {
           throw new Error('Unable to resolve AWS credentials (setup with "aws configure")');
         }
 
-        return new SDK(creds, this.defaultRegion, this.httpOptions).currentAccount();
+        return new SDK(creds, this.defaultRegion, this.sdkOptions).currentAccount();
       } catch (e) {
         debug('Unable to determine the default AWS account:', e);
         return undefined;
@@ -269,8 +269,11 @@ export interface Account {
  * Get HTTP options for the SDK
  *
  * Read from user input or environment variables.
+ *
+ * Returns a complete `ConfigurationOptions` object because that's where
+ * `customUserAgent` lives, but `httpOptions` is the most important attribute.
  */
-function defaultHttpOptions(options: SdkHttpOptions) {
+function parseHttpOptions(options: SdkHttpOptions) {
   const config: ConfigurationOptions = {};
   config.httpOptions = {};
 
diff --git a/packages/aws-cdk/test/api/sdk-provider.test.ts b/packages/aws-cdk/test/api/sdk-provider.test.ts
index 1ae9e099d209d..e6ea2f0048837 100644
--- a/packages/aws-cdk/test/api/sdk-provider.test.ts
+++ b/packages/aws-cdk/test/api/sdk-provider.test.ts
@@ -34,6 +34,10 @@ beforeEach(() => {
       [foo]
       aws_access_key_id=${uid}fooccess
       aws_secret_access_key=secret
+
+      [assumer]
+      aws_access_key_id=${uid}assumer
+      aws_secret_access_key=secret
     `),
     '/home/me/.bxt/config': dedent(`
       [default]
@@ -46,6 +50,13 @@ beforeEach(() => {
       aws_access_key_id=${uid}booccess
       aws_secret_access_key=boocret
       # No region here
+
+      [profile assumable]
+      role_arn=arn:aws:iam::12356789012:role/Assumable
+      source_profile=assumer
+
+      [profile assumer]
+      region=us-east-2
     `),
   });
 
@@ -138,6 +149,43 @@ describe('CLI compatible credentials loading', () => {
 
     await expect(provider.forEnvironment(`${uid}some_account_#`, 'def', Mode.ForReading)).rejects.toThrow('Need to perform AWS calls');
   });
+
+  test('even when using a profile to assume another profile, STS calls goes through the proxy', async () => {
+    // Messy mocking
+    let called = false;
+    jest.mock('proxy-agent', () => {
+      // eslint-disable-next-line @typescript-eslint/no-require-imports
+      class FakeAgent extends require('https').Agent {
+        public addRequest(_: any, __: any) {
+          // FIXME: this error takes 6 seconds to be completely handled. It
+          // might be retries in the SDK somewhere, or something about the Node
+          // event loop. I've spent an hour trying to figure it out and I can't,
+          // and I gave up. We'll just have to live with this until someone gets
+          // inspired.
+          const error = new Error('ABORTED BY TEST');
+          (error as any).code = 'RequestAbortedError';
+          (error as any).retryable = false;
+          called = true;
+          throw error;
+        }
+      }
+      return FakeAgent;
+    });
+
+    // WHEN
+    const provider = await SdkProvider.withAwsCliCompatibleDefaults({ ...defaultCredOptions,
+      ec2creds: false,
+      profile: 'assumable',
+      httpOptions: {
+        proxyAddress: 'http://DOESNTMATTER/',
+      }
+    });
+
+    await provider.defaultAccount();
+
+    // THEN -- the fake proxy agent got called, we don't care about the result
+    expect(called).toEqual(true);
+  });
 });
 
 describe('Plugins', () => {
diff --git a/packages/aws-cdk/test/util/mock-sdk.ts b/packages/aws-cdk/test/util/mock-sdk.ts
index efc10b2d0ec66..1c1cbcf29506d 100644
--- a/packages/aws-cdk/test/util/mock-sdk.ts
+++ b/packages/aws-cdk/test/util/mock-sdk.ts
@@ -12,7 +12,7 @@ export class MockSdkProvider extends SdkProvider {
   private readonly sdk: ISDK;
 
   constructor() {
-    super(new AWS.CredentialProviderChain([]), 'bermuda-triangle-1337', { userAgent: 'aws-cdk/jest' });
+    super(new AWS.CredentialProviderChain([]), 'bermuda-triangle-1337', { customUserAgent: 'aws-cdk/jest' });
 
     // SDK contains a real SDK, since some test use 'AWS-mock' to replace the underlying
     // AWS calls which a real SDK would do, and some tests use the 'stub' functionality below.