The Agents are an entire team of primary villains of The Matrix series. They are computer programs engineered by the Architect whose purpose is to defend the titular reality from Redpills, whom might reveal it as a false reality.
They also terminate the Exile, programs who don't have a purpose. The team is a trio: one who acts as the leader and the other two are the subordinates.
Unlike the other programs, the Agents don't have physical form. Instead, they possess Bluepills, humans that are directly connected to the Matrix. Killing them would be impossible since that they would just transfer into another host once that body is killed.