Since Claudio Ranieri's sacking last month, Leicester have won both their league games to move three points away from the relegation zone and booked a place in the Champions League quarter-finals under his former assistant Shakespeare.
"Craig has done a fantastic job at Leicester if I can do what he's doing we'll all be pleased," Agnew told reporters on Friday ahead of their Premier League trip to face Manchester United on Sunday.
"I'm very confident. I've been coaching a long time and I'm confident in what I can do."
Middlesbrough are the league's lowest scoring team with just 19 goals in the 27 games so far and Agnew hinted at a change in approach in the hope reviving the club's fortunes in front of goal.
"I see myself as being a creative coach, slowly but surely I know I'm capable of drip-feeding ideas into the group that will pay dividends," he said.
"The players train really well every day, never a problem with attitude. It's obvious to everyone we need to score a goal, and to win a game."
Agnew rejected media reports suggesting that rifts between Karanka and the players led to the Spaniard's dismissal.
"No, not at all," the 51-year-old said.
"The players always trained well. I'd say it's the best group of players I've ever worked with in terms of their application."
(Reporting by Aditi Prakash in Bengaluru; Editing by Alison Williams)
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