The Merseysiders head into the business end of the season very much in contention for a first top-flight crown since 1990.
Brendan Rodgers' side sit second in the table, seven points behind leaders Chelsea but with a game in hand.
Liverpool narrowly missed out on winning the Premier League under the stewardship of Rafael Benitez in 2009, when they finished four points behind champions Manchester United.
The club's 2013-14 vintage travel to United on Sunday looking to complete a league double over their fierce rivals and keep in contention at the top.
And Agger, who is one of the few remaining members of the 2008-09 side that finished second, believes Liverpool have the mentality to cope with the strain of a title fight.
"When you play for Liverpool, there is always pressure and that won't change between now and the end of the season," the Denmark skipper told the Liverpool Echo.
"Part of playing for this club is being able to handle that pressure. I think the players here have proved over the course of this season that they are more than capable of doing that.
"We have had some great results and there have been a few times when we have been all the way up there at the top.
"It's always difficult to compare squads and teams. This is a completely different team to the one in 2009. There aren't many players left from that side.
"We are in a good position but we are only in March. There is still a long way to go and a lot of points to play for.
"We haven't achieved anything yet and we need to keep going over the final 10 games. We have some big games against teams close to us in the table. They are games we have to win."
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