We can set the proxy before making request using urllib2.
proxy = urllib2.ProxyHandler({'http': '127.0.0.1'})
opener = urllib2.build_opener(proxy)
urllib2.install_opener(opener)
urllib2.urlopen('http://www.google.com')
&nvbsp;
Done =)
Reference: StackOverflow – Proxy with urllib2
Eureka! 