1 files changed, 3 insertions, 3 deletions
diff --git a/urllib3/poolmanager.py b/urllib3/poolmanager.py
index b8d1e74..76b6a12 100644
--- a/urllib3/poolmanager.py
+++ b/urllib3/poolmanager.py
@@ -8,7 +8,7 @@ except ImportError:
 from ._collections import RecentlyUsedContainer
 from .connectionpool import HTTPConnectionPool, HTTPSConnectionPool
 from .connectionpool import port_by_scheme
-from .exceptions import LocationValueError, MaxRetryError
+from .exceptions import LocationValueError, MaxRetryError, ProxySchemeUnknown
 from .request import RequestMethods
 from .util.url import parse_url
 from .util.retry import Retry
@@ -227,8 +227,8 @@ class ProxyManager(PoolManager):
             port = port_by_scheme.get(proxy.scheme, 80)
             proxy = proxy._replace(port=port)
 
-        assert proxy.scheme in ("http", "https"), \
-            'Not supported proxy scheme %s' % proxy.scheme
+        if proxy.scheme not in ("http", "https"):
+            raise ProxySchemeUnknown(proxy.scheme)
 
         self.proxy = proxy
         self.proxy_headers = proxy_headers or {}