You can also do this to set a header for all future gets for the Session object, where x-test will be in all s.get() calls:
s = requests.Session()
s.auth = ('user', 'pass')
s.headers.update({'x-test': 'true'})
# both 'x-test' and 'x-test2' are sent
s.get('http://httpbin.org/headers', headers={'x-test2': 'true'})
from: http://docs.python-requests.org/en/latest/user/advanced/#session-objects