Index: Doc/library/urllib.request.rst
===================================================================
--- Doc/library/urllib.request.rst	(revision 86560)
+++ Doc/library/urllib.request.rst	(working copy)
@@ -367,7 +367,15 @@
 
    To disable autodetected proxy pass an empty dictionary.
 
+   .. note::
 
+      The proxy environment variable name is not case sensitive. ProxyHandler
+      will prefer an all lower case name, such as http_proxy, over any of the
+      others if it exists. HTTP_PROXY or HTTP_proxy will be accepted if
+      http_proxy is not defined. If both HTTP_PROXY and HTTP_proxy exist, which
+      one will be preferred is not well defined.
+
+
 .. class:: HTTPPasswordMgr()
 
    Keep a database of  ``(realm, uri) -> (user, password)`` mappings.
Index: Lib/urllib/request.py
===================================================================
--- Lib/urllib/request.py	(revision 86560)
+++ Lib/urllib/request.py	(working copy)
@@ -2172,9 +2172,15 @@
     """
     proxies = {}
     for name, value in os.environ.items():
-        name = name.lower()
-        if value and name[-6:] == '_proxy':
-            proxies[name[:-6]] = value
+        lname = name.lower()
+        # We prefer the all lower case version of the variable if it
+        # exists, but we will accept something of any case if there
+        # isn't anything better
+        if value and lname[-6:] == '_proxy':
+            if name == lname:
+                proxies[lname[:-6]] = value
+            elif lname[:-6] not in proxies:
+                proxies[lname[:-6]] = value
     return proxies
 
 def proxy_bypass_environment(host):