 <p>You Should use <code>Cookie</code> not <code>Set-Cokkie</code>. Others are fine</p> <pre><code>req = urllib2.Request(url) req.add_header('Content-Type', 'application/json') req.add_header('Cookie', 'session=value=') response = urllib2.urlopen(req, data=json.dump(data)) </code></pre> <p>When Server response, it uses <code>Set-Cookie</code> to persist a cookie in client, when client want to callback, it just use <code>Cookie</code> as header.</p>