The Danish defender recently signed a new five year contract and says leaving Liverpool would have been a huge mistake.
"I've agreed a contract, the manager has agreed a new contract, Steven Gerrard, Dirk Kuyt and some other players are all agreeing contracts," Agger told official publication LFC Magazine.
"So I think this shows you that within the club there is a real sense that we are building towards something special.
"Everyone wants to be successful, everyone wants to be part of it. If you don't, then I think you're making a big mistake. There is a lot that we should be proud of this season and we are."
