We discuss a phenomenological approach to agency based on Heidegger’s analysis of Dasein, the human way of being-in-the-world. Inspired by the works of Dreyfus, we understand the human way of being-in-the-world as acting in the world, and we seek to isolate general structures (existentiales) of agency by transposing the structures identified through the analysis of Dasein downwards. The most basic such structure is circumspect coping, through which an agent encounters its environment’s sensible possibilities in the form of equipment, or more generally, affordances. Our agency reading confronts the phenomenological analysis with two crucial questions. First: how to anchor the sensible agential possibilities that sustain an agent’s coping with the environment in the world as described by science? Second: how do development and learning find a place in the analysis? We claim that both issues can be successfully addressed in terms of our general account of agency (Chap. 2 ) and of the agency model of Projective Simulation (Chap. 5 ). We give three reasons for a phenomenological view on agency. First, it links to our individual experience as human agents. Second, Dreyfus’s critique of AI is a challenge for the conceptual possibility of artificial agency, which we defended by the project of agency modelling. Third, we believe that the phenomenological reading that we provide for the agency model of Projective Simulation strengthens our explication of agency from Chap. 2 .