diff --git a/src/huggingface_hub/file_download.py b/src/huggingface_hub/file_download.py
index 4fc063796a..3e980f31a2 100644
--- a/src/huggingface_hub/file_download.py
+++ b/src/huggingface_hub/file_download.py
@@ -83,6 +83,11 @@
 # Regex to check if the file etag IS a valid sha256
 REGEX_SHA256 = re.compile(r"^[0-9a-f]{64}$")
 
+# Redirect allowlist for use by relative redirect wrapper
+# Example: HF_DOWNLOAD_REDIRECT_ALLOWLIST=opendns.com
+REDIRECT_ALLOWLIST = os.environ.get("HF_DOWNLOAD_REDIRECT_ALLOWLIST", "").split(",")
+REDIRECT_ALLOWLIST = [domain for domain in REDIRECT_ALLOWLIST if len(domain) > 0]
+
 _are_symlinks_supported_in_dir: Dict[str, bool] = {}
 
 
@@ -262,7 +267,7 @@ def hf_hub_url(
 
 
 def _request_wrapper(
-    method: HTTP_METHOD_T, url: str, *, follow_relative_redirects: bool = False, **params
+    method: HTTP_METHOD_T, url: str, *, follow_relative_redirects: bool = False, base_domain = "", **params
 ) -> requests.Response:
     """Wrapper around requests methods to follow relative redirects if `follow_relative_redirects=True` even when
     `allow_redirection=False`.
@@ -283,6 +288,10 @@ def _request_wrapper(
     """
     # Recursively follow relative redirects
     if follow_relative_redirects:
+        # Allow return to the initial domain
+        if base_domain == "":
+            base_domain = urlparse(url).netloc
+
         response = _request_wrapper(
             method=method,
             url=url,
@@ -294,15 +303,18 @@ def _request_wrapper(
         # This is useful in case of a renamed repository.
         if 300 <= response.status_code <= 399:
             parsed_target = urlparse(response.headers["Location"])
-            if parsed_target.netloc == "":
+            if parsed_target.netloc == base_domain or parsed_target.netloc == "" or any(parsed_target.netloc.endswith(domain) for domain in REDIRECT_ALLOWLIST):
                 # This means it is a relative 'location' headers, as allowed by RFC 7231.
                 # (e.g. '/path/to/resource' instead of 'http://domain.tld/path/to/resource')
                 # We want to follow this relative redirect !
                 #
                 # Highly inspired by `resolve_redirects` from requests library.
                 # See https://github.com/psf/requests/blob/main/requests/sessions.py#L159
-                next_url = urlparse(url)._replace(path=parsed_target.path).geturl()
-                return _request_wrapper(method=method, url=next_url, follow_relative_redirects=True, **params)
+                if parsed_target.netloc == "":
+                    next_url = urlparse(url)._replace(path=parsed_target.path, query=parsed_target.query).geturl()
+                else:
+                    next_url = parsed_target.geturl()
+                return _request_wrapper(method=method, url=next_url, follow_relative_redirects=True, base_domain=base_domain, **params)
         return response
 
     # Perform request and return if status_code is not in the retry list.