How do I make Relay requests include a cookie?

Question

I've got a Relay setup from howtographql tutorial:

const network = Network.create((operation, variables) => {
  // 4
  return fetch(GRAPHQL_URL, {
    method: 'POST',
    headers: {
      Accept: 'application/json',
      'Content-Type': 'application/json',
    },
    credentials: 'same-origin', // <- added it to enable cookies, but it's a probably a default option anyway
    body: JSON.stringify({
      query: operation.text,
      variables,
    }),
  }).then(response => {
    return response.json();
  });
});

I want Relay to attach a cookie to its request but it doesn't work even when I added credentials: 'same-origin'. Here's the similar issue on GitHub (even though it's more about the auth component, so this question should have a simple solution).