diff --git a/requests_mock/compat.py b/requests_mock/compat.py
index d658b6d..c42e2d1 100644
--- a/requests_mock/compat.py
+++ b/requests_mock/compat.py
@@ -30,3 +30,13 @@ def get_all(self, name, failobj=None):
             return [self.headers[name]]
         except KeyError:
             return failobj
+
+
+class _FakeHTTPResponse(object):
+    
+    def __init__(self, headers):
+        self._headers = headers
+        self.msg = _FakeHTTPMessage(headers)
+    
+    def isclosed(self):
+        return True
\ No newline at end of file
diff --git a/requests_mock/response.py b/requests_mock/response.py
index a6d2ceb..1882156 100644
--- a/requests_mock/response.py
+++ b/requests_mock/response.py
@@ -11,6 +11,7 @@
 # under the License.
 
 import json as jsonutils
+import urllib
 
 from requests.adapters import HTTPAdapter
 from requests.cookies import MockRequest, MockResponse
@@ -128,6 +129,21 @@ def read(self, *args, **kwargs):
         return result
 
 
+def create_set_cookie_header(response, jar):
+    """
+    :param requests.packages.urllib3.response response: the Response that will be updated with the Set-Cookie header
+    :param requests.cookies.RequestsCookieJar jar: a CookieJar containing all cookies to be converted in a Set-Cookie header
+    """
+    set_cookie_items = []
+    for cookie_name, cookie_value in response.cookies.items():
+        set_cookie_items.append(cookie_name + '=' + urllib.parse.quote(cookie_value))
+    
+    set_cookie_header = "; ".join(set_cookie_items)
+
+    if set_cookie_header:
+        response.headers["Set-Cookie"] = set_cookie_header
+
+
 def create_response(request, **kwargs):
     """
     :param int status_code: The status code to return upon a successful
@@ -190,6 +206,9 @@ def create_response(request, **kwargs):
 
     _extract_cookies(request, response, kwargs.get('cookies'))
 
+    create_set_cookie_header(response, response.cookies)
+    response.raw._original_response = compat._FakeHTTPResponse(response.headers)
+
     return response