diff --git a/CHANGES/8847.misc.rst b/CHANGES/8847.misc.rst
new file mode 100644
index 00000000000..58f61d48420
--- /dev/null
+++ b/CHANGES/8847.misc.rst
@@ -0,0 +1 @@
+Improved performance of making requests when there are no auto headers to skip -- by :user:`bdraco`.
diff --git a/aiohttp/client.py b/aiohttp/client.py
index 6ce7faba523..e3e9b29d0b8 100644
--- a/aiohttp/client.py
+++ b/aiohttp/client.py
@@ -574,7 +574,7 @@ async def _request(
                         url,
                         params=params,
                         headers=headers,
-                        skip_auto_headers=skip_headers,
+                        skip_auto_headers=skip_headers if skip_headers else None,
                         data=data,
                         cookies=all_cookies,
                         auth=auth,
diff --git a/aiohttp/client_reqrep.py b/aiohttp/client_reqrep.py
index 678fe453a90..3bba912f1d1 100644
--- a/aiohttp/client_reqrep.py
+++ b/aiohttp/client_reqrep.py
@@ -199,7 +199,7 @@ def __init__(
         *,
         params: Optional[Mapping[str, str]] = None,
         headers: Optional[LooseHeaders] = None,
-        skip_auto_headers: Iterable[str] = frozenset(),
+        skip_auto_headers: Optional[Iterable[str]] = None,
         data: Any = None,
         cookies: Optional[LooseCookies] = None,
         auth: Optional[BasicAuth] = None,
@@ -381,12 +381,18 @@ def update_headers(self, headers: Optional[LooseHeaders]) -> None:
                 else:
                     self.headers.add(key, value)
 
-    def update_auto_headers(self, skip_auto_headers: Iterable[str]) -> None:
-        self.skip_auto_headers = CIMultiDict(
-            (hdr, None) for hdr in sorted(skip_auto_headers)
-        )
-        used_headers = self.headers.copy()
-        used_headers.extend(self.skip_auto_headers)  # type: ignore[arg-type]
+    def update_auto_headers(self, skip_auto_headers: Optional[Iterable[str]]) -> None:
+        if skip_auto_headers is not None:
+            self.skip_auto_headers = CIMultiDict(
+                (hdr, None) for hdr in sorted(skip_auto_headers)
+            )
+            used_headers = self.headers.copy()
+            used_headers.extend(self.skip_auto_headers)  # type: ignore[arg-type]
+        else:
+            # Fast path when there are no headers to skip
+            # which is the most common case.
+            self.skip_auto_headers = CIMultiDict()
+            used_headers = self.headers
 
         for hdr, val in self.DEFAULT_HEADERS.items():
             if hdr not in used_headers:
@@ -508,9 +514,7 @@ def update_body_from_data(self, body: Any) -> None:
         # copy payload headers
         assert body.headers
         for key, value in body.headers.items():
-            if key in self.headers:
-                continue
-            if key in self.skip_auto_headers:
+            if key in self.headers or key in self.skip_auto_headers:
                 continue
             self.headers[key] = value