Is there any way to get raw response http header?
The getHeaderField() method doesn't work for me, because server spits multiple 'Set-Cookie' and some of them get lost.
The
getHeaderField()method doesn't work for me
You're asking this in the context of java.net.URLConnection, is it? No, obtaining the raw HTTP response headers is not possible with URLconnection. You'll need to fall back to low-level Socket programming. Here's an SSCCE, just copy'n'paste'n'run it. 
package com.stackoverflow.q2307291;
import java.io.BufferedReader;
import java.io.IOException;
import java.io.InputStreamReader;
import java.io.OutputStreamWriter;
import java.io.PrintWriter;
import java.net.Socket;
public class Test {
    public static void main(String[] args) throws IOException {
        String hostname = "stackoverflow.com";
        int port = 80;
        Socket socket = null;
        PrintWriter writer = null;
        BufferedReader reader = null;
        try {
            socket = new Socket(hostname, port);
            writer = new PrintWriter(new OutputStreamWriter(socket.getOutputStream()));
            writer.println("GET / HTTP/1.1");
            writer.println("Host: " + hostname);
            writer.println("Accept: */*");
            writer.println("User-Agent: Java"); // Be honest.
            writer.println(""); // Important, else the server will expect that there's more into the request.
            writer.flush();
            reader = new BufferedReader(new InputStreamReader(socket.getInputStream()));
            for (String line; (line = reader.readLine()) != null;) {
                if (line.isEmpty()) break; // Stop when headers are completed. We're not interested in all the HTML.
                System.out.println(line);
            }
        } finally {
            if (reader != null) try { reader.close(); } catch (IOException logOrIgnore) {} 
            if (writer != null) { writer.close(); }
            if (socket != null) try { socket.close(); } catch (IOException logOrIgnore) {} 
        }
    }
}
To avoid SO being overloaded by everyone trying this snippet, here's how the output will look like:
HTTP/1.1 200 OK Cache-Control: private Content-Type: text/html; charset=utf-8 Expires: Sun, 21 Feb 2010 20:39:08 GMT Server: Microsoft-IIS/7.5 Date: Sun, 21 Feb 2010 20:39:07 GMT Connection: close Content-Length: 208969
To learn more about sending HTTP requests the low-level way, read the HTTP specification.
However, you probably want to make use of getHeaderFields() method instead to retrieve a header with multiple values. The getHeaderField() namely only returns the last value, as per the linked API doc.
List<String> cookies = connection.getHeaderFields().get("Set-Cookie");
                        Not exactly 'raw' but concise:
for (Map.Entry<String, List<String>> k : myHttpURLConnection.getHeaderFields().entrySet()) {
    System.out.println(k.toString());
}
IF you worry that some of the headers are getting lost use:
for (Map.Entry<String, List<String>> k : myHttpURLConnection.getHeaderFields().entrySet()) {
    for (String v : k.getValue()){
         System.out.println(k.getKey() + ":" + v);
    }
}
PS: Better late than never. :)
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