diff --git a/Lib/urllib/request.py b/Lib/urllib/request.py
--- a/Lib/urllib/request.py
+++ b/Lib/urllib/request.py
@@ -552,7 +552,7 @@
         # For security reasons we don't allow redirection to anything other
         # than http, https or ftp.
 
-        if urlparts.scheme not in ('http', 'https', 'ftp'):
+        if urlparts.scheme not in ('', 'http', 'https', 'ftp'):
             raise HTTPError(
                 newurl, code,
                 "%s - Redirection to url '%s' is not allowed" % (msg, newurl),