In this digital age organizations depend upon the technologies to provide customer-centric solutions by understanding well about their customers' behavior and continuously improving business process of the organization. Intelligent agent based Business intelligence (BI) involving knowledge management (KM) can play a vital role at this stage by discovering the knowledge hidden in internal as well as external resources. The main intention of the BI is to enhance the employees' knowledge with information that allows them to make decisions to achieve its organizational strategies. However, only twenty percent of data exist in structured form as majority of the organizations knowledge is in unstructured form or in minds of its employees. So, organizations need to integrate KM with Business Intelligence (BI) to sustain and gain competitive advantage in this global economy. The purpose of this paper is to discover the interdependence between intelligent agents, BI and KM. We have also proposed a system architecture and development plan for developing intelligent agent based BI involving KM.