He was appointed coach for the young Malaysia U-20 team from 2004 until 2006; and the Malaysia under-19 in 2007 to 2009. Under his guidance, Harimau Muda A became the Premier League champion in 2009. Since July 2009, he is the head coach for both the Harimau Muda and Malaysia senior team, taking over from B. Sathianathan. His first games was a 3–0 win against Singapore and 5–0 win against Zimbabwe. Rajagopal is best known for guiding Malaysia's under-23 side to its first gold medal in 20 years at the 2009 Southeast Asian Games in Laos where the team defeated Vietnam 1–0 in the final on 17 December after earlier knocking out 8-time defending champions, Thailand in the group stage. After the victory, Rajagopal earned the nickname "King Gopal". In July 2009, Rajagopal coached Malaysia in two games against English champions, Manchester United, lost in both matches 0–1 and 2–3. He also led the national football team to win the 2010 AFF Suzuki Cup, the first time Malaysia won the championship since its inception in 1996. His philosophy of changing the tactical approach from a defensive to offensive playing style has been rewarded in this victory. His young team has shown a high standard of football possession, good defensive structure and clinical finish en route to clinch the title. His contract was not renewed at the end of 2013. Despite some rumours citing him to be appointed as the head coach for the Vietnam national football team, it does not come to fruition.
Sarawak
In a press conference in September 2015, it was announced that Rajagopal has been appointed as head coach of Sarawak FA, beginning from December 2015. His contract was terminated the following year on 7 May 2016 after the poor performances shown by the team by finishing at the bottom of the league.
Return to PKNS F.C.
Rajagopal was announced as the new head coach of PKNS F.C. on 22 November 2017.
On 4 June 2011, K. Rajagopal was awarded the Panglima Jasa Negara which carries the title Datuk in conjunction with the Yang di-Pertuan Agong's birthday in that year. He was among 67 recipients of the awards from His MajestyTuanku Mizan Zainal Abidin at Balairong Seri, Istana Negara.
