You can now configure Amazon CloudFront to add custom headers,or override the value of existing headers, to requests forwarded to your origin. You can use these headers to assist validate that requests made to your origin were sent from CloudFront; you can even configure your origin to only allow requests that contain the custom header values you specify. Additionally, and if you use multiple CloudFront distributions with the same origin,you can use custom headers to distinguish origin request made by each different distribution. Finally, custom headers can be used to assist determine the lawful CORS headers returned for your requests. You can configure custom headers via the CloudFront API and the AWS Management Console. There are no additional charges for this feature. For more details on how to set your custom headers, or you can read more here.
Source: amazon.com