Here is an example of how to configure (https://github.com/mikeal/request/issues/894):
//...some stuff to get my proxy config (credentials, host and port)
var proxyUrl = "http://" + user + ":" + password + "@" + host + ":" + port;
var proxiedRequest = request.defaults({'proxy': proxyUrl});
proxiedRequest.get("http://foo.bar", function (err, resp, body) {
...
})