Is it possible to add a request header to a CORS preflight request?

Question

I have a website that accesses an API from an external server (not the server that serves the website) via a plain XmlHttpRequest (see below). That API requires an API key for accessing the service to be added as request header. However, as these are CORS requests the browser first does a preflight request to check if that server supports CORS. Now, it seems that the server also wants to see the API key in these preflight requests that are done by the browser. Is it possible to pass the API key also to the preflight request?

const req = new XMLHttpRequest();
req.open("GET", "https://some/api/endpoint");
req.setRequestHeader("Content-Type", "application/json;charset=UTF-8");
req.setRequestHeader("x-api-key", _apiKey);
req.onload = () => {
  // ...
};
req.send();