diff --git a/.changeset/real-squids-know.md b/.changeset/real-squids-know.md
new file mode 100644
--- /dev/null
+++ b/.changeset/real-squids-know.md
@@ -0,0 +1,5 @@
+---
+'fetch-nodeshim': patch
+---
+
+Fix `Set-Cookie` list handling by capturing them with `Headers#append`
diff --git a/src/fetch.ts b/src/fetch.ts
--- a/src/fetch.ts
+++ b/src/fetch.ts
@@ -15,7 +15,7 @@ /** Convert Node.js raw headers array to Headers */
 const headersOfRawHeaders = (rawHeaders: readonly string[]): Headers => {
   const headers = new Headers();
   for (let i = 0; i < rawHeaders.length; i += 2)
-    headers.set(rawHeaders[i], rawHeaders[i + 1]);
+    headers.append(rawHeaders[i], rawHeaders[i + 1]);
   return headers;
 };