A hosted database service may include a proxy service in which connections to the hosted database may be routed through a proxy. A first function may be provided to the proxy, by a client of the hosted database service, to analyze requests to connect or execute queries on a database. The analysis may identify an attribute of the query. A second function may be provided to the proxy, by the client, to implement a policy decision based on the attribute. The policy decision may include determining to execute a query on a database based on determining that executing the query is consistent with the policy.