Note: This feature request would require a rewrite of the Steam Subscriber Agreement; as-is, using tunnels/proxies is against the agreement.

Quoting the Steam Subscriber Agreement (http://store.steampowered.com/subscriber_agreement/), Section 3, Subsection F, Paragraph 3:

You are entitled to use the Software for your own personal use, but you are not entitled to: (i) sell, grant a security interest in or transfer reproductions of the Software to other parties in any way, nor to rent, lease or license the Software to others without the prior written consent of Valve, except to the extent expressly permitted elsewhere in this Agreement (including any Subscription Terms or Rules of Use); (ii) host or provide matchmaking services for the Software or emulate or redirect the communication protocols used by Valve in any network feature of the Software, through protocol emulation, tunneling, modifying or adding components to the Software, use of a utility program or any other techniques now known or hereafter developed, for any purpose including, but not limited to network play over the Internet, network play utilizing commercial or non-commercial gaming networks or as part of content aggregation networks, websites or services, without the prior written consent of Valve; or (iii) exploit the Software or any of its parts for any commercial purpose.

EDIT: This now falls under 2,G3 instead of 3,F3.

+1 , support of either http or socks proxy would be really good.

steam not work if proxy require authentication

Most of the organizations allow connecting to the internet using VPN or personalized proxy. So, adding this into the agreement is completely retarded. Please include this feature (with authentication) into the upcomming versions of steam.

Voting up.

+1
Some people like me cannot use steam store without proxy.

You should be able to without the proxy. What seems to be the issue?

My internet provider's blocked http://steamcommunity.com/ and http://steampowered.com/ URLs and I can't access these sites without a proxy or vpn. I can install and play games with steam (because of different protocol). I tested proxifiers (like proxychains) but they don't work correctly. And I saw company and organization that user should use proxy to be able to use internet (not a good solution but some admin use it).

A functional alternative would be to access store.steampowered.com via web browser through a proxy. It's still not technically allowed, as the website is (and subsequently all services and products offered thereon are) referred to as the "Software" (not just the Steam client).

Valve cannot endorse bypassing government or service provider regulations (it'd be a legal and political s***storm), but it's a way to actively purchase if you're willing to accept the potential risk for violating ISP policy, local law, and Valve's Subscriber Agreement.

As @sajjadG said, we don't have a fully functional Steam Client. You're right that we can use Steam Store with web browser, but what about Trading? Currently we can't trade with others if we can't get Steam behind a proxy.
If steam can't / doesn't want to support proxies directly, at least making it possible / a workaround for proxifiers ( like proxychains ) to work would be enough.

2016 and still not being able to launch a software behind a proxy server ? Proxies are everywhere in the enterprise, and even some ISP use them.

To reiterate the point, many personal networks in organization use proxy and authentication to access the internet. Therefore, this is not something which bypasses legal authorities, its just a mechanism by which the networking works at certain places. Many professional softwares including antiviruses allow for proxy connections. Hence, steam should also move into that direction.

2018, why has this still not been implemented?

2020, why has this still not been implemented?

Still 2019, but I'm sure we will get it very soon :-)

Still 2020, but I'm sure we will get it very soon :-)

Still 2021, but I'm sure we will get it very soon :-)

Steam should at least support routing traffic through system proxy. I mean I am using http_proxy and HTTP_PROXY as environment variables in my Garuda Linux system and steam still doesn't connect.

Still 2022, but I'm sure we will get it very soon :-)

Almost 2023, but I'm sure we will get it very soon!

We can't even get it work 2023.

10 years later, multiple people affected by this "problem", comments mocking this ridiculous artificial problem getting deleted, and still nothing.
Valve I judged you better than this, specially since the abundant support linux have been receiving because of the steam deck

dude, eleven years!
this issue will be an antique. imagine people decades later trying to use steam through a proxy, and seeing this 2013 issue, must be a wonder for them.

any updates on this? I am running local proxy to only let specific applications access to Internet with authentication. I would rather forward traffic through proxy than just create separate user profiles, its more clean that way.