After Saturday's goalless draw against Stoke, the Tigers have conceded the fewest goals at home in the entire Barclays Premier League - shipping just three in eight matches in front of the their own fans.
Table-topping Arsenal, by comparison, have been breached twice as many times at Emirates Stadium, while seven teams are already in double figures.
With a celebrated centre-half such as Steve Bruce as boss, Hull might be expected to keep things tight at the back, but Agnew puts most of the credit on those putting in the hard yards.
"Credit to the players because they work at it every week," said Agnew.
"Our shape and our discipline behind the ball is really, really good and it does frustrate the opposition at times.
"We're really, really pleased with them. It's not just the defenders but the front two and all through the team as well.
"They just work at it and they get the reward for putting that work and effort into their defensive record.
"It's pleasing and it's very rewarding."
Hull's most recent shutout would not have happened without two fine saves from Scotland goalkeeper Allan McGregor, who intervened twice to deny Peter Crouch in the second half.
The former Rangers man has proved a bargain buy at £1.8m from Besiktas and Agnew was duly thankful for his efforts.
"McGregor kept us in it with two terrific saves," he admitted. "We were a little loose in the second half and consequently Stoke gained momentum.
"Players like Crouch are always going to create chances when crosses come in but Allan made fantastic saves."