Wildlife conservation and management (WCM) practices have been historically drawn from a wide variety of academic fields, yet practitioners have been slow to engage with emerging conversations about animals as complex beings, whose individuality and sociality influence their relationships with humans. We propose an explicit acknowledgement of wild, nonhuman animals as active participants in WCM. We examined 190 studies of WCM interventions and outcomes to highlight 3 common assumptions that underpin many present approaches to WCM: animal behaviors are rigid and homogeneous; wildlife exhibit idealized wild behavior and prefer pristine habitats; and human–wildlife relationships are of marginal or secondary importance relative to nonhuman interactions. We found that these management interventions insufficiently considered animal learning, decision‐making, individuality, sociality, and relationships with humans and led to unanticipated detrimental outcomes. To address these shortcomings, we synthesized theoretical advances in animal behavioral sciences, animal geographies, and animal legal theory that may help conservation professionals reconceptualize animals and their relationships with humans. Based on advances in these fields, we constructed the concept of animal agency, which we define as the ability of animals to actively influence conservation and management outcomes through their adaptive, context‐specific, and complex behaviors that are predicated on their sentience, individuality, lived experiences, cognition, sociality, and cultures in ways that shape and reshape shared human–wildlife cultures, spaces, and histories. Conservation practices, such as compassionate conservation, convivial conservation, and ecological justice, incorporate facets of animal agency. Animal agency can be incorporated in conservation problem‐solving by assessing the ways in which agency contributes to species’ survival and by encouraging more adaptive and collaborative decision‐making among human and nonhuman stakeholders.