A technique for Transport Protocol, TP, selection and setup of a connection between a client and a server is disclosed. An exemplary method aspect (in the client), comprises the steps of preparing a session setup message comprising: i) setup information for at least one candidate TP, and ii) a preference order for setup of the at least one TP; transmitting the prepared session setup message towards the server; and receiving, in response to the transmitted session setup message, a setup response message comprising setup information pertaining exclusively to one TP selected for the connection. A further method aspect (in the server) comprises the steps of receiving the session setup message; selecting, depending on availability of the candidate TPs, the most preferred TP on the basis of the preference order; and transmitting, in response to the received session setup message, the setup response message.