With the promotion of whole-process engineering consulting, the distinctions and connections between whole-process engineering consulting and agent construction perplex practitioners a lot. Insufficient understanding of such distinctions and connections would not only limit the development of whole-process engineering consulting and agent construction, but also prevent their connections. Therefore, this study elaborates their distinctions and discusses their connections—New agent construction in Shenzhen. This study is expected to enhance the understanding of whole-process engineering consulting and agent construction, which will further provide more opportunities for their connections.