Debates on human agency, especially female and sexual agency, have permeated the social scientific literature and health educational practice for multiple decades now. This article provides a review of recent agency debates illustrating how criticisms of traditional conceptions of (sexual) agency have led to a notable diversification of the concept. A comprehensive, inclusive description of sexual agency is proposed, focusing on the navigation of goals and desires in the wider structural context, and acknowledging the many forms sexual agency may take. We argue there is no simple relation between sexual agency and sexual health. Next, we describe the implications of such an understanding of sexual agency for Comprehensive Sexuality Education (CSE) and for sexual health and rights (SHR) programming more generally. We put forward validation of agentic variety, gender transformative approaches, meaningful youth participation, and multicomponent strategies as essential in building young peoples’ sexual agency and their role as agents of wider societal change. We also show that these essential conditions, wherever they have been studied, are far from being realized. With this review and connected recommendations, we hope to set the stage for ongoing, well-focused research and development in the area.