A system and method for providing HTTP tunnel connections between entities such as clients and servers in a messaging system is described. An HTTP tunnel connection layer is described that may be used to provide reliable, full duplex virtual connections between entities (e.g. clients and brokers) in a distributed application environment using a messaging system. Also described is a novel HTTP tunneling protocol that may be used by the HTTP tunnel connection layer. The HTTP tunnel connection layer may be used by clients to access messaging servers through proxy servers and firewalls, thus expanding the scope of from where clients can access brokers. Using this layer, brokers as well as clients may initiate messaging system messages. This layer may also provide guaranteed data delivery with correct sequencing even in case of a failure on the network. This layer may also provide end-to-end flow control.