The pursuit of sustainable energy production through the conversion of agricultural waste into different bioenergy resources is of paramount importance given its potential to mitigate environmental impact while meeting energy demands. In this review, a comprehensive overview of the technologies for the biochemical and thermochemical conversion of agricultural waste into bioenergy is provided. A summary of the process of its conversion into different bioenergy products such as biogas, bio-oil, and biofuel is provided, in addition to the potential advantages and challenges faced using different biomass conversion technologies. The review highlights the potential of agricultural waste valorization to address the current energy demand while at the same time contributing to environmental benefits and greenhouse gas emission reductions. Moreover, this review highlights some significant gaps for improvement. These include the challenges in the pretreatment of agricultural waste biomass in optimizing the conversion rates and lowering the required energy consumption throughout the process while enhancing both the quantity and quality of the output. Some recommendations are proposed to address the identified challenges. These include the need for further studies for a thorough assessment to evaluate the efficacity and sustainability of agricultural waste valorization technologies. Assessment methods such as life cycle assessment (LCA), life cycle analysis (LCA), net energy ratio (NER) calculations, life cycle costing (LCC), as well as techno-economic assessment (TEA), are recommended, together with collaboration among governments, farmers, and researchers, as well as the integration of cutting-edge technologies to enhance various aspects of agricultural waste, optimizing the conversion process, cost efficiency, time management, and labor requirements, consequently boosting the conversion efficiency and product quality.