Nginx – Reverse proxy – add request header to each request

I have nginx as a reverse proxy. I am trying to add a request header for each request, so i tried:

location / {
 proxy_set_header MY_HEADER somename;

But the header is not added to the request (At least i don’t see it in the F12 debugger tool – Request Headers or in Postman).

Any ideas how can i add the request header to each reqeust?