Currently we have the http_proxy env var which can be set in the environment if guix-daemon and is honored by downloads of substitutes.
As discussed a couple of days ago on IRC, adding the ability to use proxies for all parts of guix that are concerned with data retrieved via network would be very good for deplyoment of Guix in environments we usually do not consider (corporate firewalls, places with high censorship, people who generally do want to use proxies or have to use proxies, the list of reasons and possibilities is longer than I want to type.