Add the following to your conf file

fastcgi_buffers 16 16k; fastcgi_buffer_size 32k;

If nginx is running as a proxy / reverse proxy

that is, for users of ngx_http_proxy_module

In addition to fastcgi, the proxy module also saves the request header in a temporary buffer.

So you may need also to increase the proxy_buffer_size and the proxy_buffers, or disable it totally (Please read the nginx documentation).

Example of proxy buffering configuration

http {  proxy_buffer_size   128k;  proxy_buffers   4 256k;  proxy_busy_buffers_size   256k;}

Example of disabling your proxy buffer (recommended for long polling servers)

http {  proxy_buffering off;}

For more information: Nginx proxy module documentation

Plesk instructions

I combined the top two answers here

In Plesk 12, I had nginx running as a reverse proxy (which I think is the default). So the current top answer doesn't work as nginx is also being run as a proxy.

I went to Subscriptions | [subscription domain] | Websites & Domains (tab) | [Virtual Host domain] | Web Server Settings.

Then at the bottom of that page you can set the Additional nginx directives which I set to be a combination of the top two answers here:

fastcgi_buffers         16  16k;fastcgi_buffer_size         32k;proxy_buffer_size          128k;proxy_buffers            4 256k;proxy_busy_buffers_size    256k;