Dimitrov said that the duo have injected some much-needed "positive enthusiasm" into his rollercoaster career after needing five sets to defeat Janko Tipsarevic in the first round of Roland Garros.
Agassi, the champion at the French Open in 1999, has linked up with Bulgarian Dimitrov for Roland Garros alongside former world number four Stepanek.
The American was previously coach of world number one Novak Djokovic before their nine-month partnership ended in an acrimonious split in March 2018.
"We have a pretty special relationship. We've known each other for a crazy amount of years," said 28-year-old Dimitrov after his 6-3, 6-0, 3-6, 6-7 (4/7), 6-4 win over Tipsarevic.
"We've started to speak a little bit more and potentially try to set up the exact weeks or how many weeks we can do, but all that is in the air now a little bit.
"Him and Radek are getting along so well. So it's a great package deal."
Dimitrov, a former world number three who is currently down at 47 in the world, won the last of his eight career titles at the ATP Finals in 2017.
His Grand Slam best performance remains a semi-final run at Wimbledon in 2014.
However, he has yet to reach the second week at Roland Garros.