Agger's position at Liverpool appeared in some doubt under former manager Roy Hodgson, with the Dane warning at the start of the month that he would consider leaving the club if he was not considered a regular first-team choice.
But the defender, 26, has started all five games under Kenny Dalglish and appears to be content to remain on Merseyside at present.
"I don't see why I shouldn't see my immediate future here because I have three or so years left on my contract and I intend to fulfil that," he told the club's official matchday programme. "I believe in the club and like the city, so why should I look anywhere else?"
Agger has also praised Dalglish for the change the new manager has made in the way Liverpool approach games.
"He's such a big personality and his name is so big around this club and this city, it's unbelievable," Agger said. "He's been here for a few weeks now and I can say that I like his style of football.
"I think every day, he is so positive in what he does - trying to get the team to go forward by playing football. I believe he can be really good for us. In the team meetings and in training you can hear and by the different things we're working on that he really wants us to play positive football and how important it is to keep possession, not giving it away so easily.
"He understands that long-term success happens with teams and not individuals so there has been a big emphasis on team spirit."