The Dane recently signed a new five-year contract with Liverpool, after being strongly linked with a move to AC Milan.
“I’ve agreed a contract, the manager has agreed a new contract, Steven Gerrard, Dirk Kuyt and some other players are all agreeing contracts,” Agger told the club’s official magazine.
“So I think this shows you that within the club there is a real sense that we are building towards something special.
“Everyone wants to be successful, everyone wants to be part of it. If you don’t, then I think you’re making a big mistake.
“There is a lot that we should be proud of this season and we are.”