Agyei came through the ranks at AFC Wimbledon, scoring 35 goals for the club's under-21 team in the 2014–15 season to draw the attention of a host of top clubs, reportedly including West Ham United, Chelsea and Fulham. Agyei eventually signed for Burnley, on a long-term contract to initially play for the club's development squad. After impressing for Burnley's development squad in the 2015/16 season and making his senior Burnley debut in a pre-season friendly against Bradford City, Agyei was made available for a loan move by manager Sean Dyche. Coventry Citybeat off competition from several clubs in League One and the Championship to secure the loan signing of Agyei on a five-month loan deal. Agyei was handed the number 9 shirt by Coventry City managerTony Mowbray upon arrival at the Ricoh Arena. Agyei made his professional league debut against Bradford City on 20 August 2016, handing Coventry City the lead with his first goal in professional league football in a 3–1 defeat at Valley Parade. He then scored his second goal of the season in a 2–0 home win against Rochdale. In October 2016, he scored Coventry's fastest ever goal at the Ricoh Arena after just 19.5 seconds to set a new record in the 3–1 victory over Northampton Town in the EFL Trophy. In January 2017, he returned to Burnley following the expiration of his loan, he made a total of 19 appearances for the Sky Blues, netting five goals. He made his debut on 12 March 2017 coming on in the 88th minute replacing Scott Arfield against Liverpool. On 31 August 2017, Agyei joined League One club Walsallon loan until January 2018. He made a total of twenty-one appearances in all competitions scoring five goals before returning to Burnley. On 18 January 2018, Agyei joined League One club Blackpool on loan until the end of the 2017–18 season.
Oxford United
On 10 August 2019, Agyei joined League One club Oxford United on a three-year deal, with compensation to be paid to Burnley, after turning down a new contract at the Premier League club. He made his first-team debut in an EFL Trophy group-stage victory over Norwich City U21 on 3 September 2019, and his league debut as a 78th-minute substitute in a 0–0 draw away at Bolton Wanderers on 17 September.
