The Scottish goalkeeper was outstanding in their 0-0 draw with Stoke City.
"When Steve (Bruce) signed him we had long discussions over the summer about various goalkeepers but he rang me saying we'd agreed to sign Allan and that he would be a terrific signing for us," Agnew told the Hull Daily Mail.
"He's not really surprised us, he's just such a top professional in the way he trains and works at his game every day with Gary Walsh (goalkeeping coach). He deserves all the accolades he gets.
"He's great. He's in the training ground at 9 o'clock and trains hard every day. He's vocal and he's a likeable boy. He really is a top guy.
"He's very much part of why we've had the clean-sheets we've had. He gives the defenders in front of him confidence and the defenders give him confidence too. They're obviously doing their jobs well."