Of the dense Kondo materials in the class CeTSb 2 ͑where T = Au, Ag, Ni, Cu, or Pd͒, CeAgSb 2 is special due to its complex magnetic ground state, which exhibits both ferromagnetic and antiferromagnetic character below an ordering temperature T O ϳ 9.8 K. To further elucidate a description of this magnetic ground state, we have carried out a systematic study of single crystalline CeAgSb 2 by magnetic, electrical magneto-transport, and Shubnikov-de Haas ͑SdH͒ studies. We have constructed the magnetic phase diagram based solely on magnetoresistance data. Here, depending on the orientation of the magnetic field H, either ferromagnetic or antiferromagnetic ordering occurs below T O . At zero field the temperature-dependent resistivity below T O is most consistent with antiferromagnetic order, based on the transport theory which includes magnon scattering. The crystal-field-effect theory applied to the susceptibility data yields splitting energies from the ground state to the first and second excited states of 53 K and 137 K, respectively. Based on different models to determine the Kondo temperature T K , we can obtain both low-temperature and high-temperature estimates for T K of ϳ23 K and ϳ65 K, respectively. In the Fermi surface studies, the measurements show very small Fermi surface sections, not predicted by band-structure calculations, and the SdH amplitudes are very sensitive to field direction.