diff --git a/prestodb/client.py b/prestodb/client.py
index 0b10e1b..255930c 100644
--- a/prestodb/client.py
+++ b/prestodb/client.py
@@ -229,6 +229,7 @@ def __init__(
         # mypy cannot follow module import
         self._http_session = self.http.Session()  # type: ignore
         self._http_session.headers.update(self.http_headers)
+        self._http_cookies = {}
         self._auth = auth
         if self._auth:
             if http_scheme == constants.HTTP:
@@ -304,9 +305,19 @@ def max_attempts(self, value):
             ),
             max_attempts=self._max_attempts,
         )
-        self._get = with_retry(self._http_session.get)
-        self._post = with_retry(self._http_session.post)
-        self._delete = with_retry(self._http_session.delete)
+        def get(*args, **kwargs):
+            return self._http_session.get(
+                *args, cookies=self._http_cookies, **kwargs)
+        def post(*args, **kwargs):
+            return self._http_session.post(
+                *args, cookies=self._http_cookies, **kwargs)
+        def delete(*args, **kwargs):
+            return self._http_session.delete(
+                *args, cookies=self._http_cookies, **kwargs)
+
+        self._get = with_retry(get)
+        self._post = with_retry(post)
+        self._delete = with_retry(delete)
 
     def get_url(self, path):
         # type: (Text) -> Text
@@ -418,6 +429,9 @@ def process(self, http_response):
                 ):
                 self._client_session.properties[key] = value
 
+        if http_response.cookies:
+            self._http_cookies.update(http_response.cookies)
+
         self._next_uri = response.get('nextUri')
 
         return PrestoStatus(
diff --git a/tests/test_client.py b/tests/test_client.py
index 6892f0f..303121c 100644
--- a/tests/test_client.py
+++ b/tests/test_client.py
@@ -420,6 +420,28 @@ def test_presto_fetch_request(monkeypatch):
     assert status.rows == RESP_DATA_GET_0['data']
 
 
+def test_presto_fetch_request_with_cookie(monkeypatch):
+    monkeypatch.setattr(PrestoRequest.http.Response, 'json', get_json_get_0)
+
+    req = PrestoRequest(
+        host='coordinator',
+        port=8080,
+        user='test',
+        source='test',
+        catalog='test',
+        schema='test',
+        http_scheme='http',
+        session_properties={},
+    )
+
+    http_resp = PrestoRequest.http.Response()
+    http_resp.status_code = 200
+    http_resp.cookies['key'] = 'value'
+    req.process(http_resp)
+
+    assert req._http_cookies['key'] == 'value'
+
+
 def test_presto_fetch_error(monkeypatch):
     monkeypatch.setattr(
         PrestoRequest.http.Response,