PTBs default networking backend HTTPXRequest comes with built-in support for proxies. Note that the details below only apply to HTTPXRequest. If you use a different implementation of BaseRequest, you'll have to configure proxies yourself.

PTB will obtain its proxy configuration in the following order (the first to be found will be used):

1. Programmatic.
2. Using HTTP_PROXY environment variable.
3. Using HTTPS_PROXY environment variable.
4. Using ALL_PROXY environment variable.

Proxies can be setup like this:

from telegram.ext import ApplicationBuilder

# "USERNAME:PASSWORD@" is optional, if you need authentication:
proxy_url = 'http://USERNAME:PASSWORD@PROXY_HOST:PROXY_PORT'  # can also be a https proxy
app = ApplicationBuilder().token("TOKEN").proxy(proxy_url).get_updates_proxy(proxy_url).build()

In the last line, we setup the proxy such that it'll be used both for making requests to the Bot API like Bot.send_message (proxy()) and for fetching updates from Telegram (get_updates_proxy). It is not necessary to setup a proxy for both, you can do it for either of them.

This configuration is supported, but requires an optional/extra python package. To install:

pip install python-telegram-bot[socks]

from telegram.ext import ApplicationBuilder

proxy_url = "socks5://user:pass@host:port"

app = ApplicationBuilder().token("TOKEN").proxy(proxy_url).get_updates_proxy(proxy_url).build()

If you're more of an advanced user and would like to customize your proxy setup even further, check out the docs of httpx for more info.