Kafka v0.11.0.0 adds support for custom headers.
You can add them when creating a ProducerRecord like this:
new ProducerRecord(key, value, headers, …), where headers is of type Iterable<Header>
For more details see:
https://issues.apache.org/jira/browse/KAFKA-4208
https://cwiki.apache.org/confluence/display/KAFKA/KIP-82+-+Add+Record+Headers