The Reds cannot win any silverware this season and their seventh-place position, nine points off the top four, all-but rules out UEFA Champions League qualification for next term.
But Agger insists that the current campaign should be viewed as transitional and that the progress made shows every indication that the club is heading in the right direction.
"It is a club that will have trophies, I think it goes without saying," said the centre-back.
"I believe it will come, of course. It will not be this year, because we are changing the style of play as we have not got the results we would have wanted but we have played well.
"There have been a few worries and it has something to do with stability and we must also have a bigger squad.
"These are the things we need to work towards next season. If we can keep the same level in more matches than we do this year it will look better for next season."