diff --git a/lib/json_api_client/resource.rb b/lib/json_api_client/resource.rb
index 4ef7313..67476b9 100644
--- a/lib/json_api_client/resource.rb
+++ b/lib/json_api_client/resource.rb
@@ -184,10 +184,11 @@ def create!(attributes = {})
       # @param headers [Hash] The headers to send along
       # @param block [Block] The block where headers will be set for
       def with_headers(headers)
+        previous_headers = self._custom_headers || {}
         self._custom_headers = headers
         yield
       ensure
-        self._custom_headers = {}
+        self._custom_headers = previous_headers
       end
 
       # The current custom headers to send with any request made by this
diff --git a/test/unit/custom_header_test.rb b/test/unit/custom_header_test.rb
index cb6217e..6a2dd5b 100644
--- a/test/unit/custom_header_test.rb
+++ b/test/unit/custom_header_test.rb
@@ -23,6 +23,39 @@ def test_can_set_custom_headers
     end
   end
 
+  def test_can_nest_with_headers
+    stub_request(:get, "http://example.com/custom_header_resources/1")
+      .with(headers: {"X-My-Header" => "nested_value"})
+      .to_return(headers: {content_type: "application/vnd.api+json"}, body: {
+        data: {
+          type: "custom_header_resources",
+          id: "1",
+          attributes: {
+            title: "Rails is Omakase"
+          }
+        }
+      }.to_json)
+
+    stub_request(:get, "http://example.com/custom_header_resources/2")
+      .with(headers: {"X-My-Header" => "first_value"})
+      .to_return(headers: {content_type: "application/vnd.api+json"}, body: {
+        data: {
+          type: "custom_header_resources",
+          id: "2",
+          attributes: {
+            title: "Hello World"
+          }
+        }
+      }.to_json)
+
+    CustomHeaderResource.with_headers(x_my_header: "first_value") do
+      CustomHeaderResource.with_headers(x_my_header: "nested_value") do
+        CustomHeaderResource.find(1)
+      end
+      CustomHeaderResource.find(2)
+    end
+  end
+
   def test_can_set_custom_accept_headers
     stub_request(:get, "http://example.com/custom_header_resources/1")
       .with(headers: {"Accept" => "application/vnd.api+json,application/vnd.api+json;version=2"})