diff --git a/gitlab/__init__.py b/gitlab/__init__.py
index 6c7519537..f5e42940b 100644
--- a/gitlab/__init__.py
+++ b/gitlab/__init__.py
@@ -122,6 +122,9 @@ def __init__(self, url, private_token=None,
         #: Whether SSL certificates should be validated
         self.ssl_verify = ssl_verify
 
+        #: Create a session object for requests
+        self.session = requests.Session()
+
         self.settings = ApplicationSettingsManager(self)
         self.user_keys = UserKeyManager(self)
         self.users = UserManager(self)
@@ -260,11 +263,11 @@ def _raw_get(self, path, content_type=None, **kwargs):
         headers = self._create_headers(content_type)
 
         try:
-            return requests.get(url,
-                                params=kwargs,
-                                headers=headers,
-                                verify=self.ssl_verify,
-                                timeout=self.timeout)
+            return self.session.get(url,
+                                    params=kwargs,
+                                    headers=headers,
+                                    verify=self.ssl_verify,
+                                    timeout=self.timeout)
         except Exception as e:
             raise GitlabConnectionError(
                 "Can't connect to GitLab server (%s)" % e)
@@ -298,10 +301,10 @@ def _raw_post(self, path, data=None, content_type=None, **kwargs):
         url = '%s%s' % (self._url, path)
         headers = self._create_headers(content_type)
         try:
-            return requests.post(url, params=kwargs, data=data,
-                                 headers=headers,
-                                 verify=self.ssl_verify,
-                                 timeout=self.timeout)
+            return self.session.post(url, params=kwargs, data=data,
+                                     headers=headers,
+                                     verify=self.ssl_verify,
+                                     timeout=self.timeout)
         except Exception as e:
             raise GitlabConnectionError(
                 "Can't connect to GitLab server (%s)" % e)
@@ -311,10 +314,10 @@ def _raw_put(self, path, data=None, content_type=None, **kwargs):
         headers = self._create_headers(content_type)
 
         try:
-            return requests.put(url, data=data, params=kwargs,
-                                headers=headers,
-                                verify=self.ssl_verify,
-                                timeout=self.timeout)
+            return self.session.put(url, data=data, params=kwargs,
+                                    headers=headers,
+                                    verify=self.ssl_verify,
+                                    timeout=self.timeout)
         except Exception as e:
             raise GitlabConnectionError(
                 "Can't connect to GitLab server (%s)" % e)
@@ -324,11 +327,11 @@ def _raw_delete(self, path, content_type=None, **kwargs):
         headers = self._create_headers(content_type)
 
         try:
-            return requests.delete(url,
-                                   params=kwargs,
-                                   headers=headers,
-                                   verify=self.ssl_verify,
-                                   timeout=self.timeout)
+            return self.session.delete(url,
+                                       params=kwargs,
+                                       headers=headers,
+                                       verify=self.ssl_verify,
+                                       timeout=self.timeout)
         except Exception as e:
             raise GitlabConnectionError(
                 "Can't connect to GitLab server (%s)" % e)
@@ -366,9 +369,9 @@ def list(self, obj_class, **kwargs):
             del params[attribute]
 
         try:
-            r = requests.get(url, params=params, headers=headers,
-                             verify=self.ssl_verify,
-                             timeout=self.timeout)
+            r = self.session.get(url, params=params, headers=headers,
+                                 verify=self.ssl_verify,
+                                 timeout=self.timeout)
         except Exception as e:
             raise GitlabConnectionError(
                 "Can't connect to GitLab server (%s)" % e)
@@ -434,8 +437,8 @@ def get(self, obj_class, id=None, **kwargs):
             del params[attribute]
 
         try:
-            r = requests.get(url, params=params, headers=headers,
-                             verify=self.ssl_verify, timeout=self.timeout)
+            r = self.session.get(url, params=params, headers=headers,
+                                 verify=self.ssl_verify, timeout=self.timeout)
         except Exception as e:
             raise GitlabConnectionError(
                 "Can't connect to GitLab server (%s)" % e)
@@ -487,11 +490,11 @@ def delete(self, obj, id=None, **kwargs):
             del params[attribute]
 
         try:
-            r = requests.delete(url,
-                                params=params,
-                                headers=headers,
-                                verify=self.ssl_verify,
-                                timeout=self.timeout)
+            r = self.session.delete(url,
+                                    params=params,
+                                    headers=headers,
+                                    verify=self.ssl_verify,
+                                    timeout=self.timeout)
         except Exception as e:
             raise GitlabConnectionError(
                 "Can't connect to GitLab server (%s)" % e)
@@ -535,10 +538,10 @@ def create(self, obj, **kwargs):
         data = obj._data_for_gitlab(extra_parameters=kwargs)
 
         try:
-            r = requests.post(url, data=data,
-                              headers=headers,
-                              verify=self.ssl_verify,
-                              timeout=self.timeout)
+            r = self.session.post(url, data=data,
+                                  headers=headers,
+                                  verify=self.ssl_verify,
+                                  timeout=self.timeout)
         except Exception as e:
             raise GitlabConnectionError(
                 "Can't connect to GitLab server (%s)" % e)
@@ -585,10 +588,10 @@ def update(self, obj, **kwargs):
         data = obj._data_for_gitlab(extra_parameters=kwargs, update=True)
 
         try:
-            r = requests.put(url, data=data,
-                             headers=headers,
-                             verify=self.ssl_verify,
-                             timeout=self.timeout)
+            r = self.session.put(url, data=data,
+                                 headers=headers,
+                                 verify=self.ssl_verify,
+                                 timeout=self.timeout)
         except Exception as e:
             raise GitlabConnectionError(
                 "Can't connect to GitLab server (%s)" % e)