diff --git a/httpx/_transports/default.py b/httpx/_transports/default.py
index d5aa05ff23..fc8c70970a 100644
--- a/httpx/_transports/default.py
+++ b/httpx/_transports/default.py
@@ -355,7 +355,7 @@ def __init__(
         else:  # pragma: no cover
             raise ValueError(
                 "Proxy protocol must be either 'http', 'https', 'socks5', or 'socks5h',"
-                " but got {proxy.url.scheme!r}."
+                f" but got {proxy.url.scheme!r}."
             )
 
     async def __aenter__(self: A) -> A:  # Use generics for subclass support.