Agathe was spotted in his homeland of La Réunion began by a scout from French Ligue 1 club Montpellier HSC in 1992. Although several other clubs expressed an interest in signing Agathe, he chose to join Montpellier given their location in the south of France. His time in France was marred by illness and injury; his appendix burst shortly after arriving, and afterwards he suffered a string of injuries before medical staff found he had no cartilage in his right knee. During his time in France, he was loaned out for a spell to Olympique Alès where he played 29 games and scored four goals.
Raith Rovers
At the end of his contract with Montpellier, Agathe travelled to England in 1999 to try and find a club to continue his professional career. He had a successful trial with Stockport County, but the move fell through when he failed the medical. He was then introduced to agent Willie McKay who persuaded Agathe to try finding a club in Scotland. McKay took him to Kirkcaldy, where local club Raith Rovers were looking for a striker having lost their first four games of the season. Although he had never played a competitive game as a forward, Agathe told Raith Rovers manager John McVeigh that he had, and he scored twice in a bounce game against the first team. He then played days later against Airdrie as a trialist, and scored a hat-trick. He went on to play over 30 games for Raith that season, scoring seven times.
Hibernian
When his deal at Raith Rovers expired in the summer of 2000, the best offer available at the time to Agathe was a short-term deal at Scottish Premier League club Hibernian. He missed an open goal in his debut against Hearts. He redeemed himself in his next two matches, scoring braces against Dundee United and Dundee in consecutive weeks, the latter game including a solo goal where he ran from the half-way line, evaded the challenges of four Dundee players before shooting past goalkeeper Rab Douglas.
Celtic
His form at Hibs caught the eye of Celtic manager Martin O'Neill, and on the expiration of his short-term contract Celtic made a move to sign him. Agathe's knee condition was noted during his medical, but O'Neill was not concerned and completed the signing of Agathe for just £27,000. Agathe made his debut for Celtic on 14 October 2000 in a home league game against St Mirren. Fielded by O'Neill wide on the right, Agathe turned in an outstanding performance in a 2-0 win for Celtic, with his pace and skill running the St Mirren defence ragged. O'Neill enthused about Agathe's debut, "He was absolutely brilliant, fantastic even. I did not think he would last more than 60 minutes but he has so much strength and pace". Agathe kept his place in the team, playing at right wingback, and scored his first goal for Celtic in December 2000 against Dundee with a header in the last minute to give his team a 2-1 win. He went to help Celtic win a domestic treble of League, Scottish Cup and Scottish League Cup that season. Agathe provided the assist for Jackie McNamara's opening goal in their 3-0 win over Hibs in the Scottish Cup Final. However, he was cup-tied for their victorious 2000–01 Scottish League Cup campaign. O'Neill continued to use Agathe as either a right back or right wingback and was a regular in his side. The club won three championships and reached the 2003 UEFA Cup Final. Following good performances in European competition he was once linked with moves to Juventus and Valencia during the 2001–02 season.. In February 2004, the Scotland manager Berti Vogts expressed interest in selecting Agathe. Agathe hardly featured during the 2005–06 season under new manager Gordon Strachan and was linked with a loan move to Leeds United, then he had a trial at Middlesbrough. In February 2006, he was released from his contract.
Agathe underwent a trial at Premier League side Blackburn Rovers prior to the 2006–07 season. He began training with Aston Villa, managed by his former Celtic boss Martin O'Neill, after his attempt at joining Blackburn was unsuccessful. He agreed to a short-term contract and made his Villa début at home to Tottenham Hotspur in a 1–1 draw. On 11 January 2007, however, Agathe parted company with Aston Villa, after they chose not to extend his short-term contract. Agathe made a total of six substitute appearances in his short time at Villa Park, but did not start a single game.
He then signed for JS Saint-Pierroise, a club in his homeland of Réunion. Agathe has set up an academy for young footballers on Réunion. Three players – Heeking Jerome, Mathis Yohan and Jeremy Judith – signed for Stirling Albion in August 2010. On 8 September 2013, Agathe played for the "Celtic XI" during the Stiliyan Petrov charity match put on by Celtic FC.
Film
Agathe, who played over 100 league games for Celtic, portrayed a Rangers striker in the Robert Duvall movie, A Shot at Glory.
