diff --git a/httpx/_client.py b/httpx/_client.py
index 2249231f8c..eadaa08cc0 100644
--- a/httpx/_client.py
+++ b/httpx/_client.py
@@ -707,6 +707,7 @@ def __init__(
                 limits=limits,
             )
             for key, proxy in proxy_map.items()
+            if proxy is not None
         }
         if mounts is not None:
             self._mounts.update(
@@ -1422,6 +1423,7 @@ def __init__(
                 limits=limits,
             )
             for key, proxy in proxy_map.items()
+            if proxy is not None
         }
         if mounts is not None:
             self._mounts.update(