She was born in Harlem into a family of professional theatre and movie makers. Her uncle was movie director Cecil B. de Mille, known for his extravagances and his barnstormers rooted in Victorian theatre, shamelessly stereotypical and sentimental, but eagerly courting twentieth century permissiveness. But Agnes didn't follow the easy path to stardom although she wanted to be an actress from an early age. She also liked to dance and after seeing Anna Pavlova perform, she felt inspired. But in those days dance was considered more of an activity than a possible career choice.

When her younger sister was prescribed dancing lessons to help with her flat feet, Agnes persuaded her parents to let her join the classes. Classical ballet was the norm in dancing but Agnes did not have the body shape to advance.

Agnes's father took the family to Hollywood so he could follow in his brother's movie making footsteps. Agnes attended UCLA where a professor complimented her acting but not her dancing abilities. This made her even more determined to succeed as a dancer.

Her parents divorced and her mother took Agnes and hersister back to New York. Agnes struggled to find dancing opportunities and left for London in 1932 to study with Madame Marie Rambert's Ballet Club. There she was influenced and studied with up-and-coming choreographers including Frederick Ashton and Anthony Tudor, who would join her later in her efforts to revolutionize the ballet and dance worlds. Margot Fonteyn later studied there too.

De Mille battled poverty while trying to become an original choreographer. She returned to the United States in 1932 and choreographed the dances for her uncle's movie Cleopatra - although they were later cut from the final version. This led to an offer to choreograph the Leslie Howard-Norma Shearer movie version of Romeo and Juliet, directed by George Cukor, in 1936.

Things began to improve for her in the following decade when she was invited to join the American Ballet Theatre's inaugural season. She created her first ballet, Black Ritual, in 1940 - the first professional company ever to use black dancers. The Ballet Russe de Monte Carlo, who moved to the United States because of the World War II, asked her to choreograph a ballet for their repertory.

She created (and danced in) Rodeo, a highly energetic work with a uniquely American spirit that used Aaron Copland's music to great effect.

On the strength of Rodeo, Hammerstein and Rodgers, who were there for the opening, hired her to choreograph Oklahoma!. Her centerpiece was the dream ballet in which the dancers doubled for the leading actors and successfully integrated the dance into the musical's storyline. Rather than functioning as an interlude the dance provided insights into the emotions of the characters.

She went on to choreograph many of the biggest Broadway hits of the 1940s and 1950s including One Touch of Venus (1943), Carousel (1945), Brigadoon (1947), Gentlemen Prefer Blondes (1949) and Paint Your Wagon (1951). Her success on Broadway did not translate into success in Hollywood except for the movie version of Oklahoma! in 1955.

Her love for acting can be seen in her choreography. She helped to revolutionize musical theatre by creating dance and movement that not only conveyed the emotional dimension of character but also enhanced the plot. Her choreography reflected the angst and turmoil of the characters rather than simply focusing on a dancer's physical technique.

In the 1950s she ventured into a variety of endeavours: publishing the first volume of her autobiography Dance to the Piper; founding the Agnes de Mille Theater company and touring with them to 126 cities; narrating and directing two hour-long documentaries on dance for the television series Omnibus; publishing the second volume of her autobiography And Promenade Home; and finding time to choreograph two musicals, Goldilocks and Juno.

She continued to dance and tour with her theatre group until suffering a stroke in 1975. She also wrote more books on dance and choreographed several more musicals. She was a lifelong friend of modern dance legend Martha Graham and published Martha: The Life and Work of Martha Graham.

In 1979 she helped with the staging of a revival of Oklahoma! and recorded a lecture on American dance for the PBS series "Conversations About the Dance."

Her many awards included two Tony Awards, the Handel Medallion (New York's highest award for achievement in the arts), an Emmy Award and an honour from the Kennedy Center given to her by then-President Jimmy Carter. She also received 17 honorary degrees from colleges across the United States.