diff --git a/change/react-native-windows-a912b218-3e03-4b76-8b54-d9cd603a29c0.json b/change/react-native-windows-a912b218-3e03-4b76-8b54-d9cd603a29c0.json
new file mode 100644
index 00000000000..db12e10e94e
--- /dev/null
+++ b/change/react-native-windows-a912b218-3e03-4b76-8b54-d9cd603a29c0.json
@@ -0,0 +1,7 @@
+{
+  "type": "prerelease",
+  "comment": "Set User-Agent header in Origin Policy filter",
+  "packageName": "react-native-windows",
+  "email": "julio.rocha@microsoft.com",
+  "dependentChangeType": "patch"
+}
diff --git a/vnext/Desktop.IntegrationTests/HttpResourceIntegrationTests.cpp b/vnext/Desktop.IntegrationTests/HttpResourceIntegrationTests.cpp
index 88c3d921c88..dbe74138144 100644
--- a/vnext/Desktop.IntegrationTests/HttpResourceIntegrationTests.cpp
+++ b/vnext/Desktop.IntegrationTests/HttpResourceIntegrationTests.cpp
@@ -8,6 +8,7 @@
 
 #include <Networking/IHttpResource.h>
 #include <Networking/OriginPolicy.h>
+#include <RuntimeOptions.h>
 #include <Test/HttpServer.h>
 #include <unicode.h>
 
@@ -40,7 +41,10 @@ TEST_CLASS (HttpResourceIntegrationTest) {
   static uint16_t s_port;
 
   TEST_METHOD_CLEANUP(MethodCleanup) {
-    // Bug in WebSocketServer does not correctly release TCP port between test methods.
+    // Clear any runtime options that may be used by tests in this class.
+    MicrosoftReactSetRuntimeOptionString("Http.UserAgent", nullptr);
+
+    // Bug in test HTTP server does not correctly release TCP port between test methods.
     // Using a different por per test for now.
     s_port++;
   }
@@ -164,6 +168,120 @@ TEST_CLASS (HttpResourceIntegrationTest) {
     }
   }
 
+  TEST_METHOD(RequestGetExplicitUserAgentSucceeds) {
+    string url = "https://api.github.com/repos/microsoft/react-native-xaml";
+
+    promise<void> rcPromise;
+    string error;
+    IHttpResource::Response response;
+
+    auto resource = IHttpResource::Make();
+    resource->SetOnResponse([&rcPromise, &response](int64_t, IHttpResource::Response callbackResponse) {
+      response = callbackResponse;
+      rcPromise.set_value();
+    });
+    resource->SetOnError([&rcPromise, &error](int64_t, string &&message, bool) {
+      error = std::move(message);
+      rcPromise.set_value();
+    });
+
+    //clang-format off
+    resource->SendRequest(
+        "GET",
+        std::move(url),
+        0, /*requestId*/
+        {{"User-Agent", "React Native Windows"}},
+        {}, /*data*/
+        "text", /*responseType*/
+        false,
+        0 /*timeout*/,
+        false /*withCredentials*/,
+        [](int64_t) {});
+    //clang-format on
+
+    rcPromise.get_future().wait();
+
+    Assert::AreEqual({}, error, L"Error encountered");
+    Assert::AreEqual(static_cast<int64_t>(200), response.StatusCode);
+  }
+
+  TEST_METHOD(RequestGetImplicitUserAgentSucceeds) {
+    string url = "https://api.github.com/repos/microsoft/react-native-windows";
+
+    promise<void> rcPromise;
+    string error;
+    IHttpResource::Response response;
+
+    auto resource = IHttpResource::Make();
+    resource->SetOnResponse([&rcPromise, &response](int64_t, IHttpResource::Response callbackResponse) {
+      response = callbackResponse;
+      rcPromise.set_value();
+    });
+    resource->SetOnError([&rcPromise, &error](int64_t, string &&message, bool) {
+      error = std::move(message);
+      rcPromise.set_value();
+    });
+
+    MicrosoftReactSetRuntimeOptionString("Http.UserAgent", "React Native Windows");
+
+    //clang-format off
+    resource->SendRequest(
+        "GET",
+        std::move(url),
+        0, /*requestId*/
+        {}, /*headers*/
+        {}, /*data*/
+        "text", /*responseType*/
+        false,
+        0 /*timeout*/,
+        false /*withCredentials*/,
+        [](int64_t) {});
+    //clang-format on
+
+    rcPromise.get_future().wait();
+
+    Assert::AreEqual({}, error, L"Error encountered");
+    Assert::AreEqual(static_cast<int64_t>(200), response.StatusCode);
+  }
+
+  TEST_METHOD(RequestGetMissingUserAgentFails) {
+    // string url = "http://localhost:" + std::to_string(s_port);
+    string url = "https://api.github.com/repos/microsoft/react-native-macos";
+
+    promise<void> rcPromise;
+    string error;
+    IHttpResource::Response response;
+
+    auto resource = IHttpResource::Make();
+    resource->SetOnResponse([&rcPromise, &response](int64_t, IHttpResource::Response callbackResponse) {
+      response = callbackResponse;
+      rcPromise.set_value();
+    });
+    resource->SetOnError([&rcPromise, &error](int64_t, string &&message, bool) {
+      error = std::move(message);
+      rcPromise.set_value();
+    });
+
+    //clang-format off
+    resource->SendRequest(
+        "GET",
+        std::move(url),
+        0, /*requestId*/
+        {}, /*headers*/
+        {}, /*data*/
+        "text", /*responseType*/
+        false,
+        0 /*timeout*/,
+        false /*withCredentials*/,
+        [](int64_t) {});
+    //clang-format on
+
+    rcPromise.get_future().wait();
+
+    Assert::AreEqual({}, error, L"Error encountered");
+    Assert::AreEqual(static_cast<int64_t>(403), response.StatusCode);
+  }
+
   TEST_METHOD(RequestGetFails) {
     string error;
     promise<void> promise;
diff --git a/vnext/Shared/Networking/OriginPolicyHttpFilter.cpp b/vnext/Shared/Networking/OriginPolicyHttpFilter.cpp
index f39e9e8d8a0..fad847fb851 100644
--- a/vnext/Shared/Networking/OriginPolicyHttpFilter.cpp
+++ b/vnext/Shared/Networking/OriginPolicyHttpFilter.cpp
@@ -640,8 +640,6 @@ void OriginPolicyHttpFilter::ValidateResponse(HttpResponseMessage const &respons
 }
 
 ResponseOperation OriginPolicyHttpFilter::SendPreflightAsync(HttpRequestMessage const &request) const {
-  // TODO: Inject user agent?
-
   auto coRequest = request;
 
   HttpRequestMessage preflightRequest;
diff --git a/vnext/Shared/Networking/RedirectHttpFilter.cpp b/vnext/Shared/Networking/RedirectHttpFilter.cpp
index a5248e031f8..a1fd8eedcc5 100644
--- a/vnext/Shared/Networking/RedirectHttpFilter.cpp
+++ b/vnext/Shared/Networking/RedirectHttpFilter.cpp
@@ -5,6 +5,8 @@
 
 #include "RedirectHttpFilter.h"
 
+// React Native Windows
+#include <CppRuntimeOptions.h>
 #include "WinRTTypes.h"
 
 // Windows API
@@ -211,6 +213,13 @@ ResponseOperation RedirectHttpFilter::SendRequestAsync(HttpRequestMessage const
   method = coRequest.Method();
 
   do {
+    // Set User-Agent
+    // See https://fetch.spec.whatwg.org/#http-network-or-cache-fetch
+    auto userAgent = GetRuntimeOptionString("Http.UserAgent");
+    if (userAgent.size() > 0) {
+      coRequest.Headers().Append(L"User-Agent", winrt::to_hstring(userAgent));
+    }
+
     // Send subsequent requests through the filter that doesn't have the credentials included in the first request
     response =
         co_await (redirectCount > 0 ? m_innerFilterWithNoCredentials : m_innerFilter).SendRequestAsync(coRequest);
diff --git a/vnext/Shared/Shared.vcxitems.filters b/vnext/Shared/Shared.vcxitems.filters
index efe5b56f835..20828ca25fd 100644
--- a/vnext/Shared/Shared.vcxitems.filters
+++ b/vnext/Shared/Shared.vcxitems.filters
@@ -152,6 +152,9 @@
     <ClCompile Include="$(MSBuildThisFileDirectory)Networking\RedirectHttpFilter.cpp">
       <Filter>Source Files\Networking</Filter>
     </ClCompile>
+    <ClCompile Include="$(MSBuildThisFileDirectory)Modules\BlobModule.cpp">
+      <Filter>Source Files\Modules</Filter>
+    </ClCompile>
   </ItemGroup>
   <ItemGroup>
     <Filter Include="Source Files">
@@ -457,6 +460,15 @@
     <ClInclude Include="$(MSBuildThisFileDirectory)Networking\IRedirectEventSource.h">
       <Filter>Header Files\Networking</Filter>
     </ClInclude>
+    <ClInclude Include="$(MSBuildThisFileDirectory)Modules\BlobModule.h">
+      <Filter>Header Files\Modules</Filter>
+    </ClInclude>
+    <ClInclude Include="$(MSBuildThisFileDirectory)Modules\IWebSocketModuleProxy.h">
+      <Filter>Header Files\Modules</Filter>
+    </ClInclude>
+    <ClInclude Include="$(MSBuildThisFileDirectory)Modules\IWebSocketModuleContentHandler.h">
+      <Filter>Header Files\Modules</Filter>
+    </ClInclude>
   </ItemGroup>
   <ItemGroup>
     <None Include="$(MSBuildThisFileDirectory)tracing\rnw.wprp">