diff --git a/docs/CHANGELOG.md b/docs/CHANGELOG.md
index 2282df56c..e1376a53a 100644
--- a/docs/CHANGELOG.md
+++ b/docs/CHANGELOG.md
@@ -42,6 +42,7 @@ The following `tip` changes can be tested by building VictoriaMetrics components
 * FEATURE: [Official Grafana dashboards for VictoriaMetrics](https://grafana.com/orgs/victoriametrics): correctly calculate `Bytes per point` value for single-server and cluster VM dashboards. Before, the calculation mistakenly accounted for the number of entries in indexdb in denominator, which could have shown lower values than expected.
 * FEATURE: [Alerting rules for VictoriaMetrics](https://github.com/VictoriaMetrics/VictoriaMetrics/tree/master/deployment/docker#alerts): `ConcurrentFlushesHitTheLimit` alerting rule was moved from [single-server](https://github.com/VictoriaMetrics/VictoriaMetrics/blob/master/deployment/docker/alerts.yml) and [cluster](https://github.com/VictoriaMetrics/VictoriaMetrics/blob/master/deployment/docker/alerts-cluster.yml) alerts to the [list of "health" alerts](https://github.com/VictoriaMetrics/VictoriaMetrics/blob/master/deployment/docker/alerts-health.yml) as it could be related to many VictoriaMetrics components. 
 
+* BUGFIX: [vmagent](https://docs.victoriametrics.com/vmagent.html): properly validate scheme for `proxy_url` field at the scrape config. See [this issue](https://github.com/VictoriaMetrics/VictoriaMetrics/issues/4811) for details.
 * BUGFIX: [vmagent](https://docs.victoriametrics.com/vmagent.html): properly apply `if` filters during [relabeling](https://docs.victoriametrics.com/vmagent.html#relabeling-enhancements). Previously the `if` filter could improperly work. See [this issue](https://github.com/VictoriaMetrics/VictoriaMetrics/issues/4806) and [this pull request](https://github.com/VictoriaMetrics/VictoriaMetrics/pull/4816).
 * BUGFIX: [vmagent](https://docs.victoriametrics.com/vmagent.html): use local scrape timestamps for the scraped metrics unless `honor_timestamps: true` option is explicitly set at [scrape_config](https://docs.victoriametrics.com/sd_configs.html#scrape_configs). This fixes gaps for metrics collected from [cadvisor](https://github.com/google/cadvisor) or similar exporters, which export metrics with invalid timestamps. See [this issue](https://github.com/VictoriaMetrics/VictoriaMetrics/issues/4697) and [this comment](https://github.com/VictoriaMetrics/VictoriaMetrics/issues/4697#issuecomment-1654614799) for details. The issue has been introduced in [v1.68.0](#v1680).
 * BUGFIX: [vmagent](https://docs.victoriametrics.com/vmagent.html): keep unmatched series at [stream aggregation](https://docs.victoriametrics.com/stream-aggregation.html) when `-remoteWrite.streamAggr.dropInput` is set to `false` to match intended behaviour introduced at [v1.92.0](https://github.com/VictoriaMetrics/VictoriaMetrics/releases/tag/v1.92.0). See [this issue](https://github.com/VictoriaMetrics/VictoriaMetrics/issues/4804).
diff --git a/lib/proxy/proxy.go b/lib/proxy/proxy.go
index 3756f0220..bd0814113 100644
--- a/lib/proxy/proxy.go
+++ b/lib/proxy/proxy.go
@@ -18,6 +18,17 @@ import (
 	"golang.org/x/net/proxy"
 )
 
+var validURLSchemes = []string{"http", "https", "socks5", "tls+socks5"}
+
+func isURLSchemeValid(scheme string) bool {
+	for _, vs := range validURLSchemes {
+		if scheme == vs {
+			return true
+		}
+	}
+	return false
+}
+
 // URL implements YAML.Marshaler and yaml.Unmarshaler interfaces for url.URL.
 type URL struct {
 	URL *url.URL
@@ -114,6 +125,9 @@ func (u *URL) UnmarshalYAML(unmarshal func(interface{}) error) error {
 	if err != nil {
 		return fmt.Errorf("cannot parse proxy_url=%q as *url.URL: %w", s, err)
 	}
+	if !isURLSchemeValid(parsedURL.Scheme) {
+		return fmt.Errorf("cannot parse proxy_url=%q unsupported scheme format=%q, valid schemes: %s", s, parsedURL.Scheme, validURLSchemes)
+	}
 	u.URL = parsedURL
 	return nil
 }
@@ -124,10 +138,8 @@ func (u *URL) NewDialFunc(ac *promauth.Config) (fasthttp.DialFunc, error) {
 		return defaultDialFunc, nil
 	}
 	pu := u.URL
-	switch pu.Scheme {
-	case "http", "https", "socks5", "tls+socks5":
-	default:
-		return nil, fmt.Errorf("unknown scheme=%q for proxy_url=%q, must be http, https, socks5 or tls+socks5", pu.Scheme, pu.Redacted())
+	if !isURLSchemeValid(pu.Scheme) {
+		return nil, fmt.Errorf("unknown scheme=%q for proxy_url=%q, must be in %s", pu.Scheme, pu.Redacted(), validURLSchemes)
 	}
 	isTLS := (pu.Scheme == "https" || pu.Scheme == "tls+socks5")
 	proxyAddr := addMissingPort(pu.Host, isTLS)
diff --git a/lib/proxy/proxy_test.go b/lib/proxy/proxy_test.go
new file mode 100644
index 000000000..4cead9784
--- /dev/null
+++ b/lib/proxy/proxy_test.go
@@ -0,0 +1,34 @@
+package proxy
+
+import (
+	"testing"
+
+	"gopkg.in/yaml.v3"
+)
+
+func TestURLParseSuccess(t *testing.T) {
+	f := func(src string) {
+		t.Helper()
+		var u URL
+		if err := yaml.Unmarshal([]byte(src), &u); err != nil {
+			t.Fatalf("unexpected error for url: %s: %s", src, err)
+		}
+	}
+	f("http://some-url/path")
+	f("https://some-url/path")
+	f("socks5://some-url/path")
+	f("tls+socks5://some-sock-path")
+}
+
+func TestParseFail(t *testing.T) {
+	f := func(src string) {
+		t.Helper()
+		var u URL
+		if err := yaml.Unmarshal([]byte(src), &u); err == nil {
+			t.Fatalf("want error for url: %s", src)
+		}
+	}
+	f("bad-scheme://my-url")
+	f("unix://my-socket.sock")
+	f("http://some-url:bad-port")
+}