diff --git a/CHANGELOG.md b/CHANGELOG.md
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@@ -9,6 +9,8 @@
 
 # 4.7.0 (unreleased)
 
+## New Features
+* **Data Source Proxy**: Add support for whitelisting specified cookies that will be passed through to the data source when proxying data source requests [#5457](https://github.com/grafana/grafana/issues/5457), thanks [@robingustafsson](https://github.com/robingustafsson)
 ## Fixes 
 * **Sensu**: Send alert message to sensu output [#9551](https://github.com/grafana/grafana/issues/9551), thx [@cjchand](https://github.com/cjchand)