Although literature states that individual, relational, and contextual factors contribute to adolescents’ sense of agency, more research is needed to clarify and understand how adolescents develop this belief over time. The current study examined the stability/change trajectories of the sense of agency during adolescence, specifically across high school, analyzing whether attachment to parents over time, adolescents’ sex, cumulative risk in baseline, and pandemic-related stress explained these trajectories. The sample included 467 Portuguese adolescents (40.7% were males; Mage = 15.58 years, SD = 0.80), evaluated three times across 18 months. This work yielded three significant findings. First, adolescents’ sense of agency significantly increased over time, with significant between-subject variance at the initial levels but not at the growth rate. Second, attachment to parents consistently links to adolescents’ sense of agency across time, despite the differential contributions from attachment to mothers and fathers. Third, boys reported greater growth in the sense of agency than girls. Adolescents’ cumulative risk at T1 predicted lower initial levels of sense of agency, whereas higher pandemic-related stress predicted less growth of the sense of agency. These findings emphasize the contributions of individual and family characteristics and the role of the broader social context in shaping the development of adolescents’ sense of agency. The findings underline the need to consider further the differential influences of adolescents’ relationships with mothers and fathers to understand changes in adolescents’ sense of agency.