This paper connects information with computation and cognition via concept of agents that appear at variety of levels of organization of physical/chemical/cognitive systems – from elementary particles to atoms, molecules, life-like chemical systems, to cognitive systems starting with living cells, up to organisms and ecologies. In order to obtain this generalized framework, concepts of information, computation and cognition are generalized. In this framework, nature can be seen as informational structure with computational dynamics, where an (info-computational) agent is needed for the potential information of the world to actualize. Starting from the definition of information as the difference in one physical system that makes a difference in another physical system – which combines Bateson and Hewitt’s definitions, the argument is advanced for natural computation as a computational model of the dynamics of the physical world, where information processing is constantly going on, on a variety of levels of organization. This setting helps us to elucidate the relationships between computation, information, agency and cognition, within the common conceptual framework, with special relevance for biology and robotics.