diff --git a/httpx/_client.py b/httpx/_client.py
index 13cd933673..f8aa7bb031 100644
--- a/httpx/_client.py
+++ b/httpx/_client.py
@@ -207,7 +207,7 @@ def __init__(
 
         self._auth = self._build_auth(auth)
         self._params = QueryParams(params)
-        self.headers = Headers(headers)
+        self.headers = Headers(headers, encoding=default_encoding)
         self._cookies = Cookies(cookies)
         self._timeout = Timeout(timeout)
         self.follow_redirects = follow_redirects
diff --git a/httpx/_models.py b/httpx/_models.py
index 2cc86321a4..c01f9e4b52 100644
--- a/httpx/_models.py
+++ b/httpx/_models.py
@@ -272,7 +272,7 @@ def get_list(self, key: str, split_commas: bool = False) -> list[str]:
         return split_values
 
     def update(self, headers: HeaderTypes | None = None) -> None:  # type: ignore
-        headers = Headers(headers)
+        headers = Headers(headers, encoding=self.encoding)
         for key in headers.keys():
             if key in self:
                 self.pop(key)
diff --git a/tests/client/test_headers.py b/tests/client/test_headers.py
index 47f5a4d731..ac70a5b834 100755
--- a/tests/client/test_headers.py
+++ b/tests/client/test_headers.py
@@ -291,3 +291,26 @@ def test_is_not_https_redirect_if_not_default_ports():
     headers = client._redirect_headers(request, url, "GET")
 
     assert "Authorization" not in headers
+
+
+def test_utf8_header():
+    """
+    Set a header in the Client.
+    """
+    url = "http://example.org/echo_headers"
+    headers = {"Example-Header": "заголовок"}
+
+    client = httpx.Client(transport=httpx.MockTransport(echo_headers), headers=headers)
+    response = client.get(url)
+
+    assert response.status_code == 200
+    assert response.json() == {
+        "headers": {
+            "accept": "*/*",
+            "accept-encoding": "gzip, deflate, br, zstd",
+            "connection": "keep-alive",
+            "example-header": "заголовок",
+            "host": "example.org",
+            "user-agent": f"python-httpx/{httpx.__version__}",
+        }
+    }