diff --git a/config/config_test.go b/config/config_test.go
index 3055de74d8..a6c30b3e5e 100644
--- a/config/config_test.go
+++ b/config/config_test.go
@@ -565,6 +565,7 @@ var expectedConf = &Config{
 					AuthenticationMethod: "OAuth",
 					RefreshInterval:      model.Duration(5 * time.Minute),
 					Port:                 9100,
+					HTTPClientConfig:     config.DefaultHTTPClientConfig,
 				},
 			},
 		},
diff --git a/discovery/azure/azure.go b/discovery/azure/azure.go
index b0de0abd8c..c81eb22053 100644
--- a/discovery/azure/azure.go
+++ b/discovery/azure/azure.go
@@ -64,6 +64,7 @@ var DefaultSDConfig = SDConfig{
 	RefreshInterval:      model.Duration(5 * time.Minute),
 	Environment:          azure.PublicCloud.Name,
 	AuthenticationMethod: authMethodOAuth,
+	HTTPClientConfig:     config_util.DefaultHTTPClientConfig,
 }
 
 func init() {
@@ -80,6 +81,8 @@ type SDConfig struct {
 	ClientSecret         config_util.Secret `yaml:"client_secret,omitempty"`
 	RefreshInterval      model.Duration     `yaml:"refresh_interval,omitempty"`
 	AuthenticationMethod string             `yaml:"authentication_method,omitempty"`
+
+	HTTPClientConfig config_util.HTTPClientConfig `yaml:",inline"`
 }
 
 // Name returns the name of the Config.
@@ -200,19 +203,29 @@ func createAzureClient(cfg SDConfig) (azureClient, error) {
 		}
 	}
 
+	client, err := config_util.NewClientFromConfig(cfg.HTTPClientConfig, "azure_sd")
+	if err != nil {
+		return azureClient{}, err
+	}
+	sender := autorest.DecorateSender(client)
+
 	bearerAuthorizer := autorest.NewBearerAuthorizer(spt)
 
 	c.vm = compute.NewVirtualMachinesClientWithBaseURI(resourceManagerEndpoint, cfg.SubscriptionID)
 	c.vm.Authorizer = bearerAuthorizer
+	c.vm.Sender = sender
 
 	c.nic = network.NewInterfacesClientWithBaseURI(resourceManagerEndpoint, cfg.SubscriptionID)
 	c.nic.Authorizer = bearerAuthorizer
+	c.nic.Sender = sender
 
 	c.vmss = compute.NewVirtualMachineScaleSetsClientWithBaseURI(resourceManagerEndpoint, cfg.SubscriptionID)
 	c.vmss.Authorizer = bearerAuthorizer
+	c.vm.Sender = sender
 
 	c.vmssvm = compute.NewVirtualMachineScaleSetVMsClientWithBaseURI(resourceManagerEndpoint, cfg.SubscriptionID)
 	c.vmssvm.Authorizer = bearerAuthorizer
+	c.vmssvm.Sender = sender
 
 	return c, nil
 }
diff --git a/docs/configuration/configuration.md b/docs/configuration/configuration.md
index 6b451b595c..291b9fe035 100644
--- a/docs/configuration/configuration.md
+++ b/docs/configuration/configuration.md
@@ -429,6 +429,42 @@ subscription_id: <string>
 # The port to scrape metrics from. If using the public IP address, this must
 # instead be specified in the relabeling rule.
 [ port: <int> | default = 80 ]
+
+# Authentication information used to authenticate to the consul server.
+# Note that `basic_auth`, `authorization` and `oauth2` options are
+# mutually exclusive.
+# `password` and `password_file` are mutually exclusive.
+
+# Optional HTTP basic authentication information, currently not support by Azure.
+basic_auth:
+  [ username: <string> ]
+  [ password: <secret> ]
+  [ password_file: <string> ]
+
+# Optional `Authorization` header configuration, currently not supported by Azure.
+authorization:
+  # Sets the authentication type.
+  [ type: <string> | default: Bearer ]
+  # Sets the credentials. It is mutually exclusive with
+  # `credentials_file`.
+  [ credentials: <secret> ]
+  # Sets the credentials to the credentials read from the configured file.
+  # It is mutually exclusive with `credentials`.
+  [ credentials_file: <filename> ]
+
+# Optional OAuth 2.0 configuration, currently not supported by Azure.
+oauth2:
+  [ <oauth2> ]
+
+# Optional proxy URL.
+[ proxy_url: <string> ]
+
+# Configure whether HTTP requests follow HTTP 3xx redirects.
+[ follow_redirects: <bool> | default = true ]
+
+# TLS configuration.
+tls_config:
+  [ <tls_config> ]
 ```
 
 ### `<consul_sd_config>`