Agency, understood as the capacity for control and decision-making over action, is a concept that has been studied from various perspectives and traditions. Within the context of Higher Education—agency for learning or student agency—it provides an emancipatory perspective that goes beyond an individual outlook, addressing social interactions and the pedagogical context. Within the framework of a broader research project aiming to promote student agency through an emphasis on critical digital competence and open educational practices, this study conducts a systematic review of agency in Higher Education. The review aims to (1) conceptualize agency for learning in Higher Education, (2) explore educational practices used for its development, and (3) identify the needs related to its promotion. A total of 60 publications from 6 databases were analysed using EPPI-Reviewer and MAXQDA software. The results highlight the prevalence of motivational, sociocultural, and emancipatory approaches to the concept. The analysis of educational practices underscores partial characteristics in their implementation, such as collaborative practices, participation and co-creation of the curriculum with students, evaluation and feedback, as well as the facilitation of resources and support for students. Additionally, the study points out the scarcity of research on student agency in an integral manner and a lack of detailed documentation of practical experiences that allow for more integral, multidisciplinary, and practical approaches.