It used to not support basic authentication,
There was a patch from sitecore to add support, but the github repository is now unpublished. (can request via portal)
Here is a reference to the old patch
https://github.com/ivansharamok/Sitecore.Support.449298/blob/master/README.md
"Use patch 438539 that implements basic authentication using SolrNet HttpWebRequestFactory.
If one requires Kerberos authenticaiton, consider implementing your own HttpWebRequestFactory that would work over Kerberos protocol."
Here are some more recent posts on the topic.
http://santoshpoojari.blogspot.co.uk/2017/03/solr-basic-authentication-secure.html?m=1
See release notes 8.2 update 6
https://dev.sitecore.net/Downloads/Sitecore%20Experience%20Platform/82/Sitecore%20Experience%20Platform%2082%20Update6/Release%20Notes
Resolved issues
"Solr Basic Authentication does not work." 141324
Sitecore 9 default is for Solr to run over HTTPS.
Would also recommend not making Solr publicly accessible/locked down to only be accessible from sitecore servers.
Here is the apache securing Solr guide
https://lucene.apache.org/solr/guide/6_6/securing-solr.html
"No Solr API, including the Admin UI, is designed to be exposed to non-trusted parties. Tune your firewall so that only trusted computers and people are allowed access. Because of this, the project will not regard e.g., Admin UI XSS issues as security vulnerabilities. However, we still ask you to report such issues in JIRA."