Agnes lost her father at the age of one, and after her mother left for remarriage in Germany, she and her sister Jutta remained to be raised at the court of her paternal uncle, the king of Denmark. The sisters had the right to large estates after their father, but were not able to enforce them against their uncle, who deposed their father. In 1264, a convent for women of the Dominican order was founded in Roskilde and named after her. The convent was founded by initiative of Countess Ingerd of Hvide, but the application was sent to the Pope in the name of Agnes, who was officially named as founder. Agnes was placed there as its first abbess, and the regent of Denmark was forced to swear that she had been placed there by her own free will. In 1266, also her sister Jutta was placed in the convent, and replaced her as abbess. Both sister greatly disliked the life as nuns, and the both left the convent in 1270. Agnes seem to have managed to gain control over at least parts of her father's estates. She lived the rest of her life managing her estates at Själland, and there are several documents mentioning her acts as a landowner. She is last mentioned alive in 1290. The year of her death is unknown. the Danish Royal House and the Saint Agnes Abbey battled over her inheritance until the Protestant reformation.