diff --git a/api/client.go b/api/client.go
index 1413f65fe..c91cf0c16 100644
--- a/api/client.go
+++ b/api/client.go
@@ -17,6 +17,7 @@ package api
 import (
 	"bytes"
 	"context"
+	"errors"
 	"net"
 	"net/http"
 	"net/url"
@@ -40,6 +41,10 @@ type Config struct {
 	// The address of the Prometheus to connect to.
 	Address string
 
+	// Client is used by the Client to drive HTTP requests. If not provided,
+	// a new one based on the provided RoundTripper (or DefaultRoundTripper) will be used.
+	Client *http.Client
+
 	// RoundTripper is used by the Client to drive HTTP requests. If not
 	// provided, DefaultRoundTripper will be used.
 	RoundTripper http.RoundTripper
@@ -52,6 +57,22 @@ func (cfg *Config) roundTripper() http.RoundTripper {
 	return cfg.RoundTripper
 }
 
+func (cfg *Config) client() http.Client {
+	if cfg.Client == nil {
+		return http.Client{
+			Transport: cfg.roundTripper(),
+		}
+	}
+	return *cfg.Client
+}
+
+func (cfg *Config) validate() error {
+	if cfg.Client != nil && cfg.RoundTripper != nil {
+		return errors.New("api.Config.RoundTripper and api.Config.Client are mutually exclusive")
+	}
+	return nil
+}
+
 // Client is the interface for an API client.
 type Client interface {
 	URL(ep string, args map[string]string) *url.URL
@@ -68,9 +89,13 @@ func NewClient(cfg Config) (Client, error) {
 	}
 	u.Path = strings.TrimRight(u.Path, "/")
 
+	if err := cfg.validate(); err != nil {
+		return nil, err
+	}
+
 	return &httpClient{
 		endpoint: u,
-		client:   http.Client{Transport: cfg.roundTripper()},
+		client:   cfg.client(),
 	}, nil
 }