diff --git a/proxy.py b/proxy.py
index 32bf76f4..bba62e0c 100755
--- a/proxy.py
+++ b/proxy.py
@@ -221,6 +221,12 @@ class HttpParser(object):
         elif self.state in (HttpParser.states.LINE_RCVD, HttpParser.states.RCVING_HEADERS):
             self.process_header(line)
 
+        # See `TestHttpParser.test_connect_request_without_host_header_request_parse` for details
+        if self.state == HttpParser.states.RCVING_HEADERS and \
+                self.method == b'CONNECT' and \
+                self.raw.endswith(CRLF * 2):
+            self.state = HttpParser.states.COMPLETE
+
         if self.state == HttpParser.states.HEADERS_COMPLETE and \
                 self.type == HttpParser.types.REQUEST_PARSER and \
                 not self.method == b'POST' and \
@@ -275,12 +281,12 @@ class HttpParser(object):
             del_headers = []
         for k in self.headers:
             if k not in del_headers:
-                req += self.build_header(self.headers[k][0], self.headers[k][1])
+                req += self.build_header(self.headers[k][0], self.headers[k][1]) + CRLF
 
         if not add_headers:
             add_headers = []
         for k in add_headers:
-            req += self.build_header(k[0], k[1])
+            req += self.build_header(k[0], k[1]) + CRLF
 
         req += CRLF
         if self.body:
@@ -290,7 +296,7 @@ class HttpParser(object):
 
     @staticmethod
     def build_header(k, v):
-        return k + b': ' + v + CRLF
+        return k + b': ' + v
 
     @staticmethod
     def split(data):
diff --git a/tests.py b/tests.py
index 9f55d2f2..5ca73df5 100644
--- a/tests.py
+++ b/tests.py
@@ -94,6 +94,17 @@ class TestHttpParser(unittest.TestCase):
     def setUp(self):
         self.parser = HttpParser(HttpParser.types.REQUEST_PARSER)
 
+    def test_build_header(self):
+        self.assertEqual(HttpParser.build_header(b'key', b'value'), b'key: value')
+
+    def test_split(self):
+        self.assertEqual(HttpParser.split(b'CONNECT python.org:443 HTTP/1.0\r\n\r\n'),
+                         (b'CONNECT python.org:443 HTTP/1.0', '\r\n'))
+
+    def test_split_false_line(self):
+        self.assertEqual(HttpParser.split(b'CONNECT python.org:443 HTTP/1.0'),
+                         (False, b'CONNECT python.org:443 HTTP/1.0'))
+
     def test_get_full_parse(self):
         raw = CRLF.join([
             b'GET %s HTTP/1.1',
@@ -236,7 +247,7 @@ class TestHttpParser(unittest.TestCase):
         self.parser.parse(b'CONNECT pypi.org:443 HTTP/1.0\r\n\r\n')
         self.assertEqual(self.parser.method, b'CONNECT')
         self.assertEqual(self.parser.version, b'HTTP/1.0')
-        self.assertEqual(self.parser.state, HttpParser.states.RCVING_HEADERS)
+        self.assertEqual(self.parser.state, HttpParser.states.COMPLETE)
 
     def test_request_parse_without_content_length(self):
         """Case when incoming request doesn't contain a content-length header.