A system and method for selecting a proxy gateway server for controlling data traffic initiated by a user device roaming on a visited network is disclosed. The method includes utilizing a mobility anchor server associated with the visited network to receive a request to activate a data traffic session from a user device, identify the user device as a roaming user device, and select a proxy gateway server from one or more servers associated with the visited network for controlling the data traffic initiated by the roaming user device. The selection of a proxy server is accomplished by querying a DNS server associated with the visited network with a pre-defined roaming APN string associated with the visited network and, in response to the query, receiving an Internet Protocol (IP) address of the proxy gateway server from the DNS server.