Using gradle behind an NTLM proxy

I have been trying to use gradle tool behind an NTLM proxy but with no success so far.
I created a gradle.properties file with required proxy info but ran into this error:

stephan@stephan-VirtualBox:/media/sf_D_DRIVE/dev/Hystrix$ ./gradlew runDemo
Downloading https://services.gradle.org/distributions/gradle-2.2.1-bin.zip

Exception in thread "main" java.io.IOException: Unable to tunnel through proxy. Proxy returns "HTTP/1.1 407 Proxy Authentication Required"
        at sun.net.www.protocol.http.HttpURLConnection.doTunneling(HttpURLConnection.java:2084)
    at sun.net.www.protocol.https.AbstractDelegateHttpsURLConnection.connect(AbstractDelegateHttpsURLConnection.java:183)
    at sun.net.www.protocol.http.HttpURLConnection.getInputStream0(HttpURLConnection.java:1512)
    at sun.net.www.protocol.http.HttpURLConnection.getInputStream(HttpURLConnection.java:1440)
    at sun.net.www.protocol.https.HttpsURLConnectionImpl.getInputStream(HttpsURLConnectionImpl.java:254)
    at org.gradle.wrapper.Download.downloadInternal(Download.java:56)

It looks like the wrapper is not capable of downloading through a proxy.