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Abstract This modeling study analyzes the circulation over the Agulhas Bank (AB). It is suggested that the time mean circulation over the bank is primarily driven by the inflow of shelf waters from the northeastern region, and not by local forcing as previously postulated. Seasonal variations of the circulation and temperature and salinity fields are highly correlated with the atmospheric forcing. Currents shift inshore during the winter, returning to its original position during summer. The equatorward flow in the western AB, which includes a deep, previously unreported, countercurrent, strengthens during spring and summer and wanes during fall and winter. Tracer diagnostics and Eulerian mass balances reveal very energetics mass exchanges between the eastern AB and the Agulhas Current (AC). The AB Bight is the preferential site for these exchanges. Lagrangian diagnostic show 0.45 Sv of deep open‐ocean waters entrained into the bottom layer of the shelf. Cross‐shelf exchanges produce significant water mass transformations. Tides play an unexpectedly significant role on the AB circulation. Preliminary considerations suggest that shelf/open‐ocean interactions could have a significant impact on water mass conversions within the AC.