diff --git a/build.ts b/build.ts
index 49b691e..6e5b189 100644
--- a/build.ts
+++ b/build.ts
@@ -13,6 +13,7 @@ await Bun.build({
   naming: 'mmx.mjs',
   target: 'node',
   minify: !DEV_BUILD,
+  external: ['undici'],
   define: { 'process.env.CLI_VERSION': JSON.stringify(VERSION) },
 });
 
diff --git a/bun.lock b/bun.lock
index 7d732be..3435bcf 100644
--- a/bun.lock
+++ b/bun.lock
@@ -8,6 +8,7 @@
         "@clack/prompts": "^0.7.0",
         "bun-plugin-dts": "^0.4.0",
         "es-toolkit": "^1.46.1",
+        "undici": "^6.21.1",
       },
       "devDependencies": {
         "@eslint/js": "^9.0.0",
@@ -257,6 +258,8 @@
 
     "typescript-eslint": ["typescript-eslint@8.58.0", "", { "dependencies": { "@typescript-eslint/eslint-plugin": "8.58.0", "@typescript-eslint/parser": "8.58.0", "@typescript-eslint/typescript-estree": "8.58.0", "@typescript-eslint/utils": "8.58.0" }, "peerDependencies": { "eslint": "^8.57.0 || ^9.0.0 || ^10.0.0", "typescript": ">=4.8.4 <6.1.0" } }, "sha512-e2TQzKfaI85fO+F3QywtX+tCTsu/D3WW5LVU6nz8hTFKFZ8yBJ6mSYRpXqdR3mFjPWmO0eWsTa5f+UpAOe/FMA=="],
 
+    "undici": ["undici@6.25.0", "", {}, "sha512-ZgpWDC5gmNiuY9CnLVXEH8rl50xhRCuLNA97fAUnKi8RRuV4E6KG31pDTsLVUKnohJE0I3XDrTeEydAXRw47xg=="],
+
     "undici-types": ["undici-types@7.18.2", "", {}, "sha512-AsuCzffGHJybSaRrmr5eHr81mwJU3kjw6M+uprWvCXiNeN9SOGwQ3Jn8jb8m3Z6izVgknn1R0FTCEAP2QrLY/w=="],
 
     "uri-js": ["uri-js@4.4.1", "", { "dependencies": { "punycode": "^2.1.0" } }, "sha512-7rKUyy33Q1yc98pQ1DAmLtwX109F7TIfWlW1Ydo8Wl1ii1SeHieeh0HHfPeL2fMXK6z0s8ecKs9frCuLJvndBg=="],
diff --git a/package.json b/package.json
index a6155f6..a6d58e1 100644
--- a/package.json
+++ b/package.json
@@ -34,7 +34,8 @@
   "dependencies": {
     "@clack/prompts": "^0.7.0",
     "bun-plugin-dts": "^0.4.0",
-    "es-toolkit": "^1.46.1"
+    "es-toolkit": "^1.46.1",
+    "undici": "^6.21.1"
   },
   "devDependencies": {
     "@eslint/js": "^9.0.0",
diff --git a/src/commands/config/set.ts b/src/commands/config/set.ts
index 39f7ef9..3a511c9 100644
--- a/src/commands/config/set.ts
+++ b/src/commands/config/set.ts
@@ -6,7 +6,7 @@ import { readConfigFile, writeConfigFile } from '../../config/loader';
 import type { Config } from '../../config/schema';
 import type { GlobalFlags } from '../../types/flags';
 
-const VALID_KEYS = ['region', 'base_url', 'output', 'timeout', 'api_key', 'default_text_model', 'default_speech_model', 'default_video_model', 'default_music_model'];
+const VALID_KEYS = ['region', 'base_url', 'output', 'timeout', 'api_key', 'proxy', 'default_text_model', 'default_speech_model', 'default_video_model', 'default_music_model'];
 
 // Allow hyphen-style keys (e.g. default-text-model → default_text_model)
 const KEY_ALIASES: Record<string, string> = {
@@ -21,12 +21,13 @@ export default defineCommand({
   description: 'Set a config value',
   usage: 'mmx config set --key <key> --value <value>',
   options: [
-    { flag: '--key <key>', description: 'Config key (region, base_url, output, timeout, api_key, default_text_model, default_speech_model, default_video_model, default_music_model)' },
+    { flag: '--key <key>', description: 'Config key (region, base_url, output, timeout, api_key, proxy, default_text_model, default_speech_model, default_video_model, default_music_model)' },
     { flag: '--value <value>', description: 'Value to set' },
   ],
   examples: [
     'mmx config set --key output --value json',
     'mmx config set --key timeout --value 600',
+    'mmx config set --key proxy --value http://127.0.0.1:7890',
     'mmx config set --key base_url --value https://api-uw.minimax.io',
   ],
   async run(config: Config, flags: GlobalFlags) {
@@ -67,6 +68,20 @@ export default defineCommand({
       );
     }
 
+    if (resolvedKey === 'base_url' && !value.startsWith('http')) {
+      throw new CLIError(
+        `Invalid base_url "${value}". Must start with http.`,
+        ExitCode.USAGE,
+      );
+    }
+
+    if (resolvedKey === 'proxy' && !value.startsWith('http')) {
+      throw new CLIError(
+        `Invalid proxy "${value}". Must be a URL starting with http (e.g. http://127.0.0.1:7890).`,
+        ExitCode.USAGE,
+      );
+    }
+
     if (resolvedKey === 'timeout') {
       const num = Number(value);
       if (isNaN(num) || num <= 0) {
diff --git a/src/commands/config/show.ts b/src/commands/config/show.ts
index c431f09..a241173 100644
--- a/src/commands/config/show.ts
+++ b/src/commands/config/show.ts
@@ -36,6 +36,7 @@ export default defineCommand({
     if (file.default_speech_model) result.default_speech_model = file.default_speech_model;
     if (file.default_video_model) result.default_video_model = file.default_video_model;
     if (file.default_music_model) result.default_music_model = file.default_music_model;
+    if (file.proxy) result.proxy = file.proxy;
 
     console.log(formatOutput(result, format));
   },
diff --git a/src/config/schema.ts b/src/config/schema.ts
index eb075be..38f3445 100644
--- a/src/config/schema.ts
+++ b/src/config/schema.ts
@@ -16,6 +16,7 @@ export interface ConfigFile {
   base_url?: string;
   output?: 'text' | 'json';
   timeout?: number;
+  proxy?: string;
   default_text_model?: string;
   default_speech_model?: string;
   default_video_model?: string;
@@ -35,6 +36,7 @@ export function parseConfigFile(raw: unknown): ConfigFile {
   if (typeof obj.base_url === 'string' && obj.base_url.startsWith('http')) out.base_url = obj.base_url;
   if (typeof obj.output === 'string' && VALID_OUTPUTS.has(obj.output)) out.output = obj.output as ConfigFile['output'];
   if (typeof obj.timeout === 'number' && obj.timeout > 0) out.timeout = obj.timeout;
+  if (typeof obj.proxy === 'string' && obj.proxy.startsWith('http')) out.proxy = obj.proxy;
   if (typeof obj.default_text_model === 'string' && obj.default_text_model.length > 0) out.default_text_model = obj.default_text_model;
   if (typeof obj.default_speech_model === 'string' && obj.default_speech_model.length > 0) out.default_speech_model = obj.default_speech_model;
   if (typeof obj.default_video_model === 'string' && obj.default_video_model.length > 0) out.default_video_model = obj.default_video_model;
diff --git a/src/errors/handler.ts b/src/errors/handler.ts
index acf978a..871e553 100644
--- a/src/errors/handler.ts
+++ b/src/errors/handler.ts
@@ -40,7 +40,8 @@ export function handleError(err: unknown): never {
       const networkErr = new CLIError(
         "Network request failed.",
         ExitCode.NETWORK,
-        "Check your network connection and proxy settings. Also verify MINIMAX_BASE_URL is a valid URL.",
+        "Check your network connection.\n" +
+          "To use a proxy: set HTTPS_PROXY env var, or run: mmx config set --key proxy --value http://HOST:PORT",
       );
       return handleError(networkErr);
     }
@@ -63,10 +64,13 @@ export function handleError(err: unknown): never {
       msg.includes("eai_AGAIN");
 
     if (isNetworkError) {
-      let hint = "Check your network connection and proxy settings.";
+      let hint =
+        "Check your network connection.\n" +
+        "To use a proxy: set HTTPS_PROXY env var, or run: mmx config set --key proxy --value http://HOST:PORT";
       if (msg.includes("proxy")) {
         hint =
-          "Proxy error — check HTTP_PROXY / HTTPS_PROXY environment variables and proxy authentication.";
+          "Proxy connection failed — verify your proxy URL and authentication.\n" +
+          "Check: HTTPS_PROXY / HTTP_PROXY env vars, or mmx config show for configured proxy.";
       }
       const networkErr = new CLIError(
         "Network request failed.",
diff --git a/src/main.ts b/src/main.ts
index 67bd2c3..0ad712f 100644
--- a/src/main.ts
+++ b/src/main.ts
@@ -9,6 +9,7 @@ import { checkForUpdate, getPendingUpdateNotification } from './update/checker';
 import { loadCredentials } from './auth/credentials';
 import { ensureApiKey } from './auth/setup';
 import { CLI_VERSION } from './version';
+import { ProxyAgent, setGlobalDispatcher } from 'undici';
 
 // Handle Ctrl+C gracefully
 process.on('SIGINT', () => {
@@ -42,9 +43,19 @@ async function main() {
 
   const commandPath = scanCommandPath(argv, GLOBAL_OPTIONS);
 
+  // Proxy: env vars take precedence over config file
+  const rawConfig = readConfigFile();
+  const proxyUrl = process.env.HTTPS_PROXY || process.env.https_proxy
+    || process.env.HTTP_PROXY || process.env.http_proxy
+    || process.env.ALL_PROXY || process.env.all_proxy
+    || rawConfig.proxy;
+  if (proxyUrl) {
+    setGlobalDispatcher(new ProxyAgent(proxyUrl));
+  }
+
   if (argv.includes('--help') || argv.includes('-h')) {
     const ri = argv.indexOf('--region');
-    const region = ((ri >= 0 && argv[ri + 1]) || process.env.MINIMAX_REGION || readConfigFile().region || 'global') as Region;
+    const region = ((ri >= 0 && argv[ri + 1]) || process.env.MINIMAX_REGION || rawConfig.region || 'global') as Region;
     registry.printHelp(commandPath, process.stderr, region);
     process.exit(0);
   }