diff --git a/fred/api.py b/fred/api.py
index 7a0af5a..ecd9ffe 100644
--- a/fred/api.py
+++ b/fred/api.py
@@ -15,68 +15,68 @@ def key(api_key):
 # Category
 #####################
 
-def category(**kwargs):
+def category(session=None, **kwargs):
     """Get a category."""
     if 'series' in kwargs:
         kwargs.pop('series')
         path = 'series'
     else:
         path = None
-    return Fred().category(path, **kwargs)
+    return Fred(session=session).category(path, **kwargs)
 
 
-def categories(identifier, **kwargs):
+def categories(identifier, session=None, **kwargs):
     """Just in case someone misspells the method."""
     kwargs['category_id'] = identifier
-    return category(**kwargs)
+    return category(session=session, **kwargs)
 
 
-def children(category_id=None, **kwargs):
+def children(category_id=None, session=None, **kwargs):
     """Get child categories for a specified parent category."""
     kwargs['category_id'] = category_id
-    return Fred().category('children', **kwargs)
+    return Fred(session=session).category('children', **kwargs)
 
 
-def related(identifier, **kwargs):
+def related(identifier, session=None, **kwargs):
     """Get related categories for a specified category."""
     kwargs['category_id'] = identifier
-    return Fred().category('related', **kwargs)
+    return Fred(session=session).category('related', **kwargs)
 
 
-def category_series(identifier, **kwargs):
+def category_series(identifier, session=None, **kwargs):
     """Get the series in a category."""
     kwargs['category_id'] = identifier
-    return Fred().category('series', **kwargs)
+    return Fred(session=session).category('series', **kwargs)
 
 
 #####################
 # Releases
 #####################
 
-def release(release_id, **kwargs):
+def release(release_id, session=None, **kwargs):
     """Get the release of economic data."""
     kwargs['release_id'] = release_id
-    return Fred().release(**kwargs)
+    return Fred(session=session).release(**kwargs)
 
 
-def releases(release_id=None, **kwargs):
+def releases(release_id=None, session=None, **kwargs):
     """Get all releases of economic data."""
     if not 'id' in kwargs and release_id is not None:
         kwargs['release_id'] = release_id
         return Fred().release(**kwargs)
-    return Fred().releases(**kwargs)
+    return Fred(session=session).releases(**kwargs)
 
 
-def dates(**kwargs):
+def dates(session=None, **kwargs):
     """Get release dates for economic data."""
-    return Fred().releases('dates', **kwargs)
+    return Fred(session=session).releases('dates', **kwargs)
 
 
 #####################
 # Series
 #####################
 
-def series(identifier=None, **kwargs):
+def series(identifier=None, session=None, **kwargs):
     """Get an economic data series."""
     if identifier:
         kwargs['series_id'] = identifier
@@ -88,40 +88,40 @@ def series(identifier=None, **kwargs):
         path = 'release'
     else:
         path = None
-    return Fred().series(path, **kwargs)
+    return Fred(session=session).series(path, **kwargs)
 
 
-def observations(identifier, **kwargs):
+def observations(identifier, session=None, **kwargs):
     """Get an economic data series."""
     kwargs['series_id'] = identifier
-    return Fred().series('observations', **kwargs)
+    return Fred(session=session).series('observations', **kwargs)
 
 
-def search(text, **kwargs):
+def search(text, session=None, **kwargs):
     """Get economic data series that match keywords."""
     kwargs['search_text'] = text
-    return Fred().series('search', **kwargs)
+    return Fred(session=session).series('search', **kwargs)
 
 
-def updates(**kwargs):
+def updates(session=None, **kwargs):
     """Get economic data series sorted in descending order."""
-    return Fred().series('updates', **kwargs)
+    return Fred(session=session).series('updates', **kwargs)
 
 
-def vintage(identifier, **kwargs):
+def vintage(identifier, session=None, **kwargs):
     """
     Get the dates in history when a series' data values were revised or new
     data values were released.
     """
     kwargs['series_id'] = identifier
-    return Fred().series('vintagedates', **kwargs)
+    return Fred(session=session).series('vintagedates', **kwargs)
 
 
 #####################
 # Sources
 #####################
 
-def source(source_id=None, **kwargs):
+def source(source_id=None, session=None, **kwargs):
     """Get a source of economic data."""
     if source_id is not None:
         kwargs['source_id'] = source_id
@@ -133,11 +133,11 @@ def source(source_id=None, **kwargs):
         path = 'releases'
     else:
         path = None
-    return Fred().source(path, **kwargs)
+    return Fred(session=session).source(path, **kwargs)
 
 
-def sources(source_id=None, **kwargs):
+def sources(source_id=None, session=None, **kwargs):
     """Get the sources of economic data."""
     if source_id or 'id' in kwargs:
         return source(source_id, **kwargs)
-    return Fred().sources(**kwargs)
+    return Fred(session=session).sources(**kwargs)
diff --git a/fred/core.py b/fred/core.py
index b6a23e8..bf043b3 100644
--- a/fred/core.py
+++ b/fred/core.py
@@ -21,14 +21,20 @@
 class Fred(object):
     """An easy-to-use Python wrapper over the St. Louis FRED API."""
 
-    def __init__(self, api_key='', xml_output=False):
+    def __init__(self, api_key='', xml_output=False, session=None):
         if 'FRED_API_KEY' in os.environ:
             self.api_key = os.environ['FRED_API_KEY']
         else:
             self.api_key = api_key
+        self.session = self._init_session(session)
         self.xml = xml_output
         self.endpoint = 'https://api.stlouisfed.org/fred/'
 
+    def _init_session(self, session):
+        if session is None:
+            session = requests.Session()
+        return session
+
     def _create_path(self, *args):
         """Create the URL path with the Fred endpoint and given arguments."""
         args = filter(None, args)
@@ -40,7 +46,7 @@ def get(self, *args, **kwargs):
         location = args[0]
         params = self._get_keywords(location, kwargs)
         url = self._create_path(*args)
-        request = requests.get(url, params=params)
+        request = self.session.get(url, params=params)
         content = request.content
         self._request = request
         return self._output(content)