In the current medical ethics literature, the concept of agency is receiving growing attention. Nevertheless, many of those definitions are narrow in scope. This article intends to provide a deeper understanding of this concept, allowing for its use in clinical practice and public health policies. First, it revises the current concept of agency and some of its shortcomings. Then, the article presents two philosophical accounts of agency, identifying three relevant features, namely time-extended organised planfulness, endorsement of their own actions, and identification with the activity. Lastly, the article depicts how those features may help in the application of agency to the analysis of health issues by means of a number of examples at the individual and collective levels. When analysing health issues, the health status is a key component, but the process that brought about the outcome must be examined; agency informs about this procedural dimension.