The cause of Agogo's death is currently unknown, but he was known to have had a stroke in 2015, just three years after hanging up his boots following a season-long stint with Scottish side Hibernian.
Born in Accra, Ghana, the striker spent most of his youth in the UK before returning to the country of his birth to complete secondary school studies.
Signing up to Wednesday's youth system in 1995, Agogo was promoted to the Owls' first team two years later, but spent the majority of the following years on loan before taking in a year in Major League Soccer.
A prolific stint with Colorado Rapids contributed to the rising of Agogo's stock, with successful spells at Barnet, Bristol Rovers and Nottingham Forest following before his career began to wind down.
On his home continent of Africa, the former forward will no doubt be remembered most for his standout performances for Ghana at the 2008 Africa Cup of Nations on home soil, where he scored three goals in six outings in what would ultimately end in a third-place finish.
His notable contribution during the continental competition was his late match-winning effort that gave the Black Stars a 2-1 win over arch-rivals Nigeria.
Rest in peace, Junior ❤️— Nottingham Forest FC (@NFFC) August 22, 2019
#NFFC are saddened to learn that former striker Junior Agogo has passed away.
The thoughts of everyone at the club are with Junior’s family and friends at this sad time. pic.twitter.com/0t8wlpnEW1
Sheffield Wednesday are saddened to learn of the passing of our former player Junior Agogo.— Sheffield Wednesday (@swfc) August 22, 2019
Our thoughts are with Junior's family and friends at this very difficult time. RIP pic.twitter.com/4AHHSuPw8M
Indeed, former agent Saif Rubie tweeted on Thursday: “Just heard the news that one of my first clients ever Junior Agogo has passed away. Still can't believe it. One of my proudest moments in football is seeing him smash the AFCON in Ghana.”
Agogo made his international debut for the west African country in 2006 and he went on to score 12 goals in 27 international appearances.
Following the news of the much-loved figure's death, tributes have poured in.
“Sheffield Wednesday are saddened to learn of the passing of our former player Junior Agogo,” the Owls wrote. “Our thoughts are with Junior's family and friends at this very difficult time. RIP.”
Rival clubs expressed their sympathies, with Crewe Alexandra stating: “Sad news that Junior Agogo has passed away at the age of 40. The former Forest forward had some great battles with the Alex defences down the years! RIP.”
Prior to his death, the former Sheffield Wednesday and Bristol Rovers attacker went into the fitness training business in England.