diff --git a/requests/cookies.py b/requests/cookies.py
index ab3c88b9..5d89da2f 100644
--- a/requests/cookies.py
+++ b/requests/cookies.py
@@ -415,6 +415,7 @@ class RequestsCookieJar(cookielib.CookieJar, collections.MutableMapping):
     def copy(self):
         """Return a copy of this RequestsCookieJar."""
         new_cj = RequestsCookieJar()
+        new_cj.set_policy(self._policy)
         new_cj.update(self)
         return new_cj