The pedagogical agents for e-learning can immensely help in improving the quality of teaching, evaluating and learning the process through appropriate pedagogical agents. The pedagogical agents for adaptive e-learning systems are basically designed to provide a unique and personal experience to such students who come from diverse backgrounds having different styles of learning and with various educational needs. This study basically discusses the importance of pedagogical approach for the adaptive elearning systems. The selection of personalised (relevant) pedagogical agent can increase the effectiveness of adaptive e-learning, in the form of learning activities, delivered content, and communication. This will lead individuals to an adaptive pedagogical guided e-learning experience in which pedagogy will be the centerpiece, and in which the adaptive power will influence the pedagogy effectiveness. Thus, the main aim of this study is to discuss the importance of pedagogical agents in adaptive e-learning systems and to discuss different approaches of pedagogy including the constructivist approach, collaborative approach, inquiry-based approach, integrative approach, reflective approach, objectivist approach, and competency-b ased approach.