diff --git a/haystack/components/embedders/azure_document_embedder.py b/haystack/components/embedders/azure_document_embedder.py
index e60c8781b6..c6f94525f3 100644
--- a/haystack/components/embedders/azure_document_embedder.py
+++ b/haystack/components/embedders/azure_document_embedder.py
@@ -51,6 +51,7 @@ def __init__(  # noqa: PLR0913 (too-many-arguments)
         embedding_separator: str = "\n",
         timeout: Optional[float] = None,
         max_retries: Optional[int] = None,
+        default_headers: Optional[Dict[str, str]] = None,
     ):
         """
         Creates an AzureOpenAIDocumentEmbedder component.
@@ -95,6 +96,7 @@ def __init__(  # noqa: PLR0913 (too-many-arguments)
             `OPENAI_TIMEOUT` environment variable, or 30 seconds.
         :param max_retries: Maximum number of retries to contact AzureOpenAI after an internal error.
             If not set, defaults to either the `OPENAI_MAX_RETRIES` environment variable or to 5 retries.
+        :param default_headers: Default headers to use for the AzureOpenAI client.
         """
         # if not provided as a parameter, azure_endpoint is read from the env var AZURE_OPENAI_ENDPOINT
         azure_endpoint = azure_endpoint or os.environ.get("AZURE_OPENAI_ENDPOINT")
@@ -119,6 +121,7 @@ def __init__(  # noqa: PLR0913 (too-many-arguments)
         self.embedding_separator = embedding_separator
         self.timeout = timeout or float(os.environ.get("OPENAI_TIMEOUT", 30.0))
         self.max_retries = max_retries or int(os.environ.get("OPENAI_MAX_RETRIES", 5))
+        self.default_headers = default_headers or {}
 
         self._client = AzureOpenAI(
             api_version=api_version,
@@ -129,6 +132,7 @@ def __init__(  # noqa: PLR0913 (too-many-arguments)
             organization=organization,
             timeout=self.timeout,
             max_retries=self.max_retries,
+            default_headers=self.default_headers,
         )
 
     def _get_telemetry_data(self) -> Dict[str, Any]:
@@ -161,6 +165,7 @@ def to_dict(self) -> Dict[str, Any]:
             azure_ad_token=self.azure_ad_token.to_dict() if self.azure_ad_token is not None else None,
             timeout=self.timeout,
             max_retries=self.max_retries,
+            default_headers=self.default_headers,
         )
 
     @classmethod
diff --git a/haystack/components/embedders/azure_text_embedder.py b/haystack/components/embedders/azure_text_embedder.py
index 961cd910ad..d08614efa0 100644
--- a/haystack/components/embedders/azure_text_embedder.py
+++ b/haystack/components/embedders/azure_text_embedder.py
@@ -46,6 +46,7 @@ def __init__(
         max_retries: Optional[int] = None,
         prefix: str = "",
         suffix: str = "",
+        default_headers: Optional[Dict[str, str]] = None,
     ):
         """
         Creates an AzureOpenAITextEmbedder component.
@@ -82,6 +83,7 @@ def __init__(
             A string to add at the beginning of each text.
         :param suffix:
             A string to add at the end of each text.
+        :param default_headers: Default headers to use for the AzureOpenAI client.
         """
         # Why is this here?
         # AzureOpenAI init is forcing us to use an init method that takes either base_url or azure_endpoint as not
@@ -105,6 +107,7 @@ def __init__(
         self.max_retries = max_retries or int(os.environ.get("OPENAI_MAX_RETRIES", 5))
         self.prefix = prefix
         self.suffix = suffix
+        self.default_headers = default_headers or {}
 
         self._client = AzureOpenAI(
             api_version=api_version,
@@ -115,6 +118,7 @@ def __init__(
             organization=organization,
             timeout=self.timeout,
             max_retries=self.max_retries,
+            default_headers=self.default_headers,
         )
 
     def _get_telemetry_data(self) -> Dict[str, Any]:
@@ -143,6 +147,7 @@ def to_dict(self) -> Dict[str, Any]:
             azure_ad_token=self.azure_ad_token.to_dict() if self.azure_ad_token is not None else None,
             timeout=self.timeout,
             max_retries=self.max_retries,
+            default_headers=self.default_headers,
         )
 
     @classmethod
diff --git a/releasenotes/notes/azure-embeddings-default-headers-b9b9b3b054dd89d9.yaml b/releasenotes/notes/azure-embeddings-default-headers-b9b9b3b054dd89d9.yaml
new file mode 100644
index 0000000000..d6bbe02d2c
--- /dev/null
+++ b/releasenotes/notes/azure-embeddings-default-headers-b9b9b3b054dd89d9.yaml
@@ -0,0 +1,4 @@
+---
+enhancements:
+  - |
+    Adds `default_headers` parameter to `AzureOpenAIDocumentEmbedder` and `AzureOpenAITextEmbedder`
diff --git a/test/components/embedders/test_azure_document_embedder.py b/test/components/embedders/test_azure_document_embedder.py
index 354f35a0fc..e0af24f063 100644
--- a/test/components/embedders/test_azure_document_embedder.py
+++ b/test/components/embedders/test_azure_document_embedder.py
@@ -45,6 +45,7 @@ def test_to_dict(self, monkeypatch):
                 "embedding_separator": "\n",
                 "max_retries": 5,
                 "timeout": 30.0,
+                "default_headers": {},
             },
         }
 
diff --git a/test/components/embedders/test_azure_text_embedder.py b/test/components/embedders/test_azure_text_embedder.py
index 5f1f82e3d8..71dc9b4076 100644
--- a/test/components/embedders/test_azure_text_embedder.py
+++ b/test/components/embedders/test_azure_text_embedder.py
@@ -38,6 +38,7 @@ def test_to_dict(self, monkeypatch):
                 "timeout": 30.0,
                 "prefix": "",
                 "suffix": "",
+                "default_headers": {},
             },
         }