What character encoding should I use for a HTTP header?

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In short: Only ASCII is guaranteed to work. Some non-ASCII bytes are allowed for backwards compatibility, but are not supposed to be displayable.

HTTPbis gave up and specified that in the headers there is no useful encoding besides ASCII:

Historically, HTTP has allowed field content with text in the
ISO-8859-1 charset [ISO-8859-1], supporting other charsets only
through use of [RFC2047] encoding. In practice, most HTTP header
field values use only a subset of the US-ASCII charset [USASCII].
Newly defined header fields SHOULD limit their field values to
US-ASCII octets. A recipient SHOULD treat other octets in field
content (obs-text) as opaque data.

Previously, RFC 2616 from 1999 defined this:

Words of *TEXT MAY contain characters from character sets other than ISO-
8859-1 [22] only when encoded according to the rules of RFC 2047 [14].

and RFC 2047 is the MIME encoding, so it’d be:

=?UTF-8?Q?=E2=9C=B0?=

but I don’t think that many (if any) clients support it.

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