The theory of biological autonomy provides a naturalized characterization of agency, understood as a general biological phenomenon that extends beyond the domain of intentionality and causation by mental states. Agency refers to the capacity of autonomous living beings (roughly speaking: organisms) to purposively and functionally control the interactions with the environment, and to adaptively modulate their own self-determining organization and behavior so as to maintain their own existence, construed as their intrinsic telos. We mention some crucial strengths of the autonomist conception of agency, and some interesting challenges that it faces. Among the latter, we focus on the intertwined relationships between agency and evolution, as well as on the transition between agency and cognition.