diff --git a/swh/loader/package/tests/conftest.py b/swh/loader/package/tests/conftest.py
index 5ad9771..7337816 100644
--- a/swh/loader/package/tests/conftest.py
+++ b/swh/loader/package/tests/conftest.py
@@ -1,14 +1,24 @@
 # Copyright (C) 2019  The Software Heritage developers
 # See the AUTHORS file at the top-level directory of this distribution
 # License: GNU General Public License version 3, or any later version
 # See top-level LICENSE file for more information
 
+import os
 import pytest
-from os import path
 
 
 @pytest.fixture
 def swh_config(monkeypatch, datadir):
-    conffile = path.join(datadir, 'loader.yml')
+    conffile = os.path.join(datadir, 'loader.yml')
     monkeypatch.setenv('SWH_CONFIG_FILENAME', conffile)
     return conffile
+
+
+@pytest.fixture(autouse=True, scope='session')
+def swh_proxy():
+    """Automatically inject this fixture in all tests to ensure no outside
+       connection takes place.
+
+    """
+    os.environ['http_proxy'] = 'http://localhost:999'
+    os.environ['https_proxy'] = 'http://localhost:999'
diff --git a/swh/loader/package/tests/conftest.py b/swh/loader/package/tests/test_conftest.py
similarity index 57%
copy from swh/loader/package/tests/conftest.py
copy to swh/loader/package/tests/test_conftest.py
index 5ad9771..d9d16e0 100644
--- a/swh/loader/package/tests/conftest.py
+++ b/swh/loader/package/tests/test_conftest.py
@@ -1,14 +1,12 @@
 # Copyright (C) 2019  The Software Heritage developers
 # See the AUTHORS file at the top-level directory of this distribution
 # License: GNU General Public License version 3, or any later version
 # See top-level LICENSE file for more information
 
 import pytest
-from os import path
+import requests
 
 
-@pytest.fixture
-def swh_config(monkeypatch, datadir):
-    conffile = path.join(datadir, 'loader.yml')
-    monkeypatch.setenv('SWH_CONFIG_FILENAME', conffile)
-    return conffile
+def test_swh_proxy():
+    with pytest.raises(requests.exceptions.ProxyError):
+        requests.get('https://www.softwareheritage.org')