diff --git a/src/openai/azure/_async_client.py b/src/openai/azure/_async_client.py
index 77708fa74f..8ec0cc6cae 100644
--- a/src/openai/azure/_async_client.py
+++ b/src/openai/azure/_async_client.py
@@ -18,7 +18,7 @@
 from openai._streaming import AsyncStream
 
 # Azure specific types
-from ._credential import TokenCredential
+from ._credential import TokenCredential, TokenAuth
 from ._azuremodels import ChatExtensionConfiguration
 
 TIMEOUT_SECS = 600
@@ -374,10 +374,12 @@ def __init__(self, *args: Any, credential: Optional["TokenCredential"] = None, a
 
     @property
     def auth_headers(self) -> Dict[str, str]:
-        if self.credential:
-            return { 'Authorization': f'Bearer {self.credential.get_token()}'}
         return {"api-key": self.api_key}
 
+    @property
+    def custom_auth(self) -> httpx.Auth | None:
+        if self.credential:
+            return TokenAuth(self.credential)
 
     def _check_polling_response(self, response: httpx.Response, predicate: Callable[[httpx.Response], bool]) -> bool:
         if not predicate(response):
diff --git a/src/openai/azure/_credential.py b/src/openai/azure/_credential.py
index 075a7116cd..9d10e14909 100644
--- a/src/openai/azure/_credential.py
+++ b/src/openai/azure/_credential.py
@@ -1,3 +1,9 @@
+from typing import AsyncGenerator, Generator, Any
+import time
+import asyncio
+import httpx
+
+
 class TokenCredential:
     """Placeholder/example token credential class
     
@@ -11,3 +17,30 @@ def __init__(self):
     def get_token(self):
         return self._credential.get_token('https://cognitiveservices.azure.com/.default').token
 
+
+class TokenAuth(httpx.Auth):
+    def __init__(self, credential: "TokenCredential") -> None:
+        self._credential = credential
+        self._async_lock = asyncio.Lock()
+        self.cached_token = None
+
+    def sync_get_token(self) -> str:
+        if not self.cached_token or self.cached_token.expires_on - time.time() < 300:
+            return self._credential.get_token("https://cognitiveservices.azure.com/.default").token
+        return self.cached_token.token
+
+    def sync_auth_flow(self, request: httpx.Request) -> Generator[httpx.Request, Any, Any]:
+        token = self.sync_get_token()
+        request.headers["Authorization"] = f"Bearer {token}"
+        yield request
+
+    async def async_get_token(self) -> str:
+        async with self._async_lock:
+            if not self.cached_token or self.cached_token.expires_on - time.time() < 300:
+                return (await self._credential.get_token("https://cognitiveservices.azure.com/.default")).token
+        return self.cached_token.token
+
+    async def async_auth_flow(self, request: httpx.Request) -> AsyncGenerator[httpx.Request, Any]:
+        token = await self.async_get_token()
+        request.headers["Authorization"] = f"Bearer {token}"
+        yield request
diff --git a/src/openai/azure/_sync_client.py b/src/openai/azure/_sync_client.py
index ba7faccf20..3f904b482f 100644
--- a/src/openai/azure/_sync_client.py
+++ b/src/openai/azure/_sync_client.py
@@ -19,7 +19,7 @@
 from openai.types.chat.completion_create_params import FunctionCall, Function
 
 # Azure specific types
-from ._credential import TokenCredential
+from ._credential import TokenCredential, TokenAuth
 from ._azuremodels import ChatExtensionConfiguration
 
 TIMEOUT_SECS = 600
@@ -376,10 +376,13 @@ def __init__(self, *args: Any, base_url: str, credential: Optional["TokenCredent
 
     @property
     def auth_headers(self) -> Dict[str, str]:
-        if self.credential:
-            return { 'Authorization': f'Bearer {self.credential.get_token()}'}
         return {"api-key": self.api_key}
 
+    @property
+    def custom_auth(self) -> httpx.Auth | None:
+        if self.credential:
+            return TokenAuth(self.credential)
+
     # NOTE: We override the internal method because `@overrid`ing `@overload`ed methods and keeping typing happy is a pain. Most typing tools are lacking...
     def _request(self, *, options: FinalRequestOptions, **kwargs: Any) -> Any:
         if options.url == "/images/generations":