diff --git a/lib/ch/query.ex b/lib/ch/query.ex
index b142621..f321376 100644
--- a/lib/ch/query.ex
+++ b/lib/ch/query.ex
@@ -75,14 +75,14 @@ defimpl DBConnection.Query, for: Ch.Query do
              query_params: [{String.t(), String.t()}],
              body: iodata | Enumerable.t()
 
-  def encode(%Query{command: :insert, encode: false, statement: statement}, data, _opts) do
+  def encode(%Query{command: :insert, encode: false, statement: statement}, data, opts) do
     body =
       case data do
         _ when is_list(data) or is_binary(data) -> [statement, ?\n | data]
         _ -> Stream.concat([[statement, ?\n]], data)
       end
 
-    {_query_params = [], _extra_headers = [], body}
+    {_query_params = [], headers(opts), body}
   end
 
   def encode(%Query{command: :insert, statement: statement}, params, opts) do
@@ -91,15 +91,15 @@ defimpl DBConnection.Query, for: Ch.Query do
         types = Keyword.fetch!(opts, :types)
         header = RowBinary.encode_names_and_types(names, types)
         data = RowBinary.encode_rows(params, types)
-        {_query_params = [], _extra_headers = [], [statement, ?\n, header | data]}
+        {_query_params = [], headers(opts), [statement, ?\n, header | data]}
 
       format_row_binary?(statement) ->
         types = Keyword.fetch!(opts, :types)
         data = RowBinary.encode_rows(params, types)
-        {_query_params = [], _extra_headers = [], [statement, ?\n | data]}
+        {_query_params = [], headers(opts), [statement, ?\n | data]}
 
       true ->
-        {query_params(params), _extra_headers = [], statement}
+        {query_params(params), headers(opts), statement}
     end
   end
 
@@ -107,7 +107,7 @@ defimpl DBConnection.Query, for: Ch.Query do
     types = Keyword.get(opts, :types)
     default_format = if types, do: "RowBinary", else: "RowBinaryWithNamesAndTypes"
     format = Keyword.get(opts, :format) || default_format
-    {query_params(params), [{"x-clickhouse-format", format}], statement}
+    {query_params(params), [{"x-clickhouse-format", format} | headers(opts)], statement}
   end
 
   defp format_row_binary?(statement) when is_binary(statement) do
@@ -266,6 +266,9 @@ defimpl DBConnection.Query, for: Ch.Query do
   end
 
   defp escape_param([], param), do: param
+
+  @spec headers(Keyword.t()) :: Mint.Types.headers()
+  defp headers(opts), do: Keyword.get(opts, :headers, [])
 end
 
 defimpl String.Chars, for: Ch.Query do
diff --git a/test/ch/headers_test.exs b/test/ch/headers_test.exs
new file mode 100644
index 0000000..52aa7c3
--- /dev/null
+++ b/test/ch/headers_test.exs
@@ -0,0 +1,56 @@
+defmodule Ch.HeadersTest do
+  use ExUnit.Case, async: true
+
+  setup do
+    {:ok, conn} = Ch.start_link()
+    {:ok, conn: conn}
+  end
+
+  test "can request gzipped response through headers", %{conn: conn} do
+    assert {:ok, %{rows: rows, headers: headers}} =
+             Ch.query(conn, "select number from system.numbers limit 100", [],
+               decode: false,
+               settings: [enable_http_compression: 1],
+               headers: [{"accept-encoding", "gzip"}]
+             )
+
+    assert :proplists.get_value("content-type", headers) == "application/octet-stream"
+    assert :proplists.get_value("content-encoding", headers) == "gzip"
+    assert :proplists.get_value("x-clickhouse-format", headers) == "RowBinaryWithNamesAndTypes"
+
+    # https://en.wikipedia.org/wiki/Gzip
+    assert <<0x1F, 0x8B, _rest::bytes>> = IO.iodata_to_binary(rows)
+  end
+
+  test "can request lz4 response through headers", %{conn: conn} do
+    assert {:ok, %{rows: rows, headers: headers}} =
+             Ch.query(conn, "select number from system.numbers limit 100", [],
+               decode: false,
+               settings: [enable_http_compression: 1],
+               headers: [{"accept-encoding", "lz4"}]
+             )
+
+    assert :proplists.get_value("content-type", headers) == "application/octet-stream"
+    assert :proplists.get_value("content-encoding", headers) == "lz4"
+    assert :proplists.get_value("x-clickhouse-format", headers) == "RowBinaryWithNamesAndTypes"
+
+    # https://en.wikipedia.org/wiki/LZ4_(compression_algorithm)
+    assert <<0x04, 0x22, 0x4D, 0x18, _rest::bytes>> = IO.iodata_to_binary(rows)
+  end
+
+  test "can request zstd response through headers", %{conn: conn} do
+    assert {:ok, %{rows: rows, headers: headers}} =
+             Ch.query(conn, "select number from system.numbers limit 100", [],
+               decode: false,
+               settings: [enable_http_compression: 1],
+               headers: [{"accept-encoding", "zstd"}]
+             )
+
+    assert :proplists.get_value("content-type", headers) == "application/octet-stream"
+    assert :proplists.get_value("content-encoding", headers) == "zstd"
+    assert :proplists.get_value("x-clickhouse-format", headers) == "RowBinaryWithNamesAndTypes"
+
+    # https://en.wikipedia.org/wiki/LZ4_(compression_algorithm)
+    assert <<0x28, 0xB5, 0x2F, 0xFD, _rest::bytes>> = IO.iodata_to_binary(rows)
+  end
+end