A theory of agency is needed to resolve the problems with existing theories of action, including Weber’s original formulation. This requires introducing a behaviourist perspective into interpretivism and thereby recognising that action is a form of behaviour. Also, actors have no alternative but to adopt a behavioural perspective when assessing their own conduct. It follows that action is defined as that which is attended to rather than which is intended, and that individuals may need to act to maintain or repair their power of agency. The limits to agency are then outlined, showing the extent to which not all the goals can be achieved through willed action. This covers unintended consequences, natural behaviours, habits, mannerisms, and states that cannot be willed. The extent to which individuals have agency and choose to deploy it is encapsulated in the concept of character, which, given that this is ethically evaluated, opens the possibility of explaining conduct in characterological terms. The nature of Weber’s theory of agency, as outlined in the Protestant Essay, is then identified, together with its importance for understanding how the emphasis on activity has become a characteristic of the modern world.