An email message can include headers. The headers field of an email message accepts a dictionary describing the headers. Each key:value pair of the dictionary corresponds to a header, where the key is the header name, and the value is the value of the header, as a string.
from google.appengine.api import mail
mail.send_mail(sender="support@example.com",
to="Albert Johnson <Albert.Johnson@example.com>",
subject="An example email",
body="""
The email references a given email thread id.
The example.com Team
""",
headers={"References": email_thread_id})
Only certain header names are allowed. For more information, see Sending Mail with Headers.