diff --git a/pkg/api/api_test.go b/pkg/api/api_test.go
new file mode 100644
index 0000000..23a1e20
--- /dev/null
+++ b/pkg/api/api_test.go
@@ -0,0 +1,77 @@
+package api
+
+import (
+	"io/ioutil"
+	"net"
+	"net/http"
+	"os"
+	"os/exec"
+	"path/filepath"
+	"testing"
+)
+
+const testGoSource = `
+package main
+
+import (
+	_ "github.com/pkg/errors"
+	_ "golang.org/x/net/websocket"
+)
+
+func main() {}
+`
+
+func TestBuildWithProxy(t *testing.T) {
+	if testing.Short() {
+		t.Skip("testing with external VCS might be slow")
+		return
+	}
+
+	// Start a proxy
+	api := New(Log(t.Log), Memory(t.Log, 128*1024*1024))
+	ln, err := net.Listen("tcp", ":0")
+	if err != nil {
+		t.Fatal(err)
+	}
+	defer ln.Close()
+	go (&http.Server{Handler: api}).Serve(ln)
+
+	// Create temporary directory for a minimal test Go project
+	tmpDir, err := ioutil.TempDir(os.TempDir(), "gomodproxy_test")
+	if err != nil {
+		t.Fatal(err)
+	}
+	defer func() {
+		// Cleanup requires changing the permissions, because some files generated
+		// by "go build" are read-only.
+		filepath.Walk(tmpDir, func(f string, fi os.FileInfo, err error) error {
+			return os.Chmod(f, 0777)
+		})
+		if err := os.RemoveAll(tmpDir); err != nil {
+			t.Log("RemoveAll", tmpDir, err)
+		}
+	}()
+
+	// Generate test main.go and go.mod
+	err = ioutil.WriteFile(filepath.Join(tmpDir, "main.go"), []byte(testGoSource), 0644)
+	if err != nil {
+		t.Fatal(err)
+	}
+	err = ioutil.WriteFile(filepath.Join(tmpDir, "go.mod"), []byte("module gomodproxy_test"), 0644)
+	if err != nil {
+		t.Fatal(err)
+	}
+
+	// Perform Go build
+	cmd := exec.Command("go", "build")
+	cmd.Dir = tmpDir
+	cmd.Env = append(os.Environ(),
+		"GOPATH="+filepath.Join(tmpDir, "_gopath"),
+		"GOCACHE="+filepath.Join(tmpDir, "_gocache"),
+		"GOPROXY=http://"+ln.Addr().String(),
+		"GO111MODULE=on")
+	out, err := cmd.CombinedOutput()
+	if err != nil {
+		t.Fatal(string(out), err)
+	}
+}