diff --git a/tests/test_circular_imports.py b/tests/test_circular_imports.py
new file mode 100644
index 0000000000..ba11986032
--- /dev/null
+++ b/tests/test_circular_imports.py
@@ -0,0 +1,90 @@
+"""Tests for circular imports in all local packages and modules.
+
+This ensures all internal packages can be imported right away without
+any need to import some other module before doing so.
+
+This module is based on an idea that pytest uses for self-testing:
+* https://github.com/sanitizers/octomachinery/blob/be18b54/tests/circular_imports_test.py
+* https://github.com/pytest-dev/pytest/blob/d18c75b/testing/test_meta.py
+* https://twitter.com/codewithanthony/status/1229445110510735361
+"""
+from itertools import chain
+from pathlib import Path
+from types import ModuleType
+from typing import Generator, List
+import os
+import pkgutil
+import subprocess
+import sys
+
+import pytest
+
+import proxy
+
+
+def _find_all_importables(pkg: ModuleType) -> List[str]:
+    """Find all importables in the project.
+
+    Return them in order.
+    """
+    return sorted(
+        set(
+            chain.from_iterable(
+                _discover_path_importables(Path(p), pkg.__name__)
+                # FIXME: Unignore after upgrading to `mypy > 0.910`. The fix
+                # FIXME: is in the `master` branch of upstream since Aug 4,
+                # FIXME: 2021 but has not yet been included in any releases.
+                # Refs:
+                # * https://github.com/python/mypy/issues/1422
+                # * https://github.com/python/mypy/pull/9454
+                for p in pkg.__path__  # type: ignore[attr-defined]
+            ),
+        ),
+    )
+
+
+def _discover_path_importables(
+        pkg_pth: Path, pkg_name: str,
+) -> Generator[str, None, None]:
+    """Yield all importables under a given path and package."""
+    for dir_path, _d, file_names in os.walk(pkg_pth):
+        pkg_dir_path = Path(dir_path)
+
+        if pkg_dir_path.parts[-1] == '__pycache__':
+            continue
+
+        if all(Path(_).suffix != '.py' for _ in file_names):
+            continue
+
+        rel_pt = pkg_dir_path.relative_to(pkg_pth)
+        pkg_pref = '.'.join((pkg_name,) + rel_pt.parts)
+        yield from (
+            pkg_path
+            for _, pkg_path, _ in pkgutil.walk_packages(
+                (str(pkg_dir_path),), prefix=f'{pkg_pref}.',
+            )
+        )
+
+
+# FIXME: Ignore is necessary for as long as pytest hasn't figured out their
+# FIXME: typing for the `parametrize` mark.
+# Refs:
+# * https://github.com/pytest-dev/pytest/issues/7469#issuecomment-918345196
+# * https://github.com/pytest-dev/pytest/issues/3342
+@pytest.mark.parametrize(  # type: ignore[misc]
+    'import_path',
+    _find_all_importables(proxy),
+)
+def test_no_warnings(import_path: str) -> None:
+    """Verify that exploding importables doesn't explode.
+
+    This is seeking for any import errors including ones caused
+    by circular imports.
+    """
+    imp_cmd = (
+        sys.executable,
+        '-W', 'error',
+        '-c', f'import {import_path!s}',
+    )
+
+    subprocess.check_call(imp_cmd)
diff --git a/tox.ini b/tox.ini
index 2bbdc5a1eb..145383701e 100644
--- a/tox.ini
+++ b/tox.ini
@@ -7,6 +7,7 @@ minversion = 3.21.0
 deps =
     -rrequirements.txt
     -rrequirements-testing.txt
+    -rrequirements-tunnel.txt
 # NOTE: The command is invoked by the script name and not via
 # NOTE: `{envpython} -m pytest` because it'd add CWD into $PYTHONPATH
 # NOTE: testing the project from the Git checkout