Virtual agents are artificial intelligence systems that can interact with users in virtual reality (VR), providing users with companionship and entertainment. Virtual pets have become the most popular virtual agents due to their many benefits. However, haptic interaction with virtual pets involves two challenges: the rapid construction of various haptic proxies, and the design of agent-initiated active interaction. In this paper, we propose a modular haptic agent (MHA) prototype system, enabling the tactile simulation and encountered-type haptic interaction of common virtual pet agents through a modular design method and a haptic mapping method. Meanwhile, the MHA system with haptic interaction is actively initiated by the agents according to the user’s intention, which makes the virtual agents appear more autonomous and provides a better experience of human–agent interaction. Finally, we conduct three user studies to demonstrate that the MHA system has more advantages in terms of realism, interactivity, attraction, and raising user emotions. Overall, MHA is a system that can build multiple companion agents, provide active interaction and has the potential to quickly build diverse haptic agents for an intelligent and comfortable virtual world.