In some embodiments, a first proxy is instantiated on the first computing device. and receives packets that are intercepted by a hypervisor. The packets are sent between a workload and another device and the proxy includes a first session between the proxy and the another device and a second session between the proxy and the workload. State information is extracted for the packets that are sent in the first session or the second session at the first proxy and the state information is stored. The first computing device migrates the workload to a second computing device. When the workload is migrated to the second computing device, the state information for the workload is migrated to a second proxy that is instantiated on the second computing device. The second proxy then resumes the first session with the another device and the second session with the proxy using the state information.