Despite increasing numbers of publications showing that many animals possess the neural substrates involved in emotions and consciousness, and exhibit agency in their behavior, many animals are still restrained and forced to take part in applied or fundamental research. However, these restraints and procedures, because they stress animals and because they limit the expression of adaptive behavior, may result in compromised findings. Researchers should alter their research paradigms to understand mechanisms and functions of the brain and behavior so that the paradigms incorporate animals’ agency. This paper discusses how animal agency can not only be the key to more wide-ranging and improved research in existing domains, but can also lead to new research questions about behavior and brain evolution.