diff --git a/lib/agent.js b/lib/agent.js
index cc1d388..d28a31b 100644
--- a/lib/agent.js
+++ b/lib/agent.js
@@ -198,6 +198,7 @@ function getProxy (proxyUrl, opts, isHttps) {
     throw Object.assign(
       new Error(`unsupported proxy protocol: '${proxyUrl.protocol}'`),
       {
+        code: 'EUNSUPPORTEDPROXY',
         url: proxyUrl.href,
       }
     )
diff --git a/test/agent.js b/test/agent.js
index 9f40bef..522a6c7 100644
--- a/test/agent.js
+++ b/test/agent.js
@@ -353,6 +353,7 @@ t.test('get proxy agent', async t => {
 
   t.throws(() => getProxy(new url.URL('gopher://proxy.local'), OPTS, false), {
     message: 'unsupported proxy protocol: \'gopher:\'',
+    code: 'EUNSUPPORTEDPROXY',
     url: 'gopher://proxy.local',
   })
 })