The Argentina striker has been in sensational form for Manchester City so far this season and he leads the Premier League scoring charts with 12 goals from as many games.
Aguero, 26, has also proven decisive in the UEFA Champions League, with Tuesday's hat-trick in the 3-2 win over Bayern Munich keeping City's hopes alive in the competition and taking his tally this term to five.
And Koeman, whose Southampton side host City on Sunday, has joined Aguero's lost list of admirers, comparing him to former Brazil and Barcelona star Romario.
"The best player to compare to Aguero is Romario," he told reporters. "I played with him [Romario]. Sometimes you think he's sleeping, then in one split second he's scoring. It's a big quality.
"That means a lot of concentration for defenders. He's always fast, always on the line of sight. That's his best quality.
"That's the nicest part of football; you can't do everything to stop a player. It's one of the best players, the player who makes the difference between winning and not winning for City.
"They have a strong squad, good players, but in the last few games Aguero makes the difference, scoring and creating.
"He's creating opportunities by himself. We have a strong defence; it's a nice challenge for our defenders to keep the zero behind.
"You can't give them one second, no attention. You need that attention during 90-95 minutes."
