The term Agnus Dei is Latin and translates to "Lamb of God" in English. Throughout the Bible, Jesus is referred to as the Lamb of God—both the slain Lamb who redeemed us and the victorious Lamb who reigns forever.
The Mosaic Law had a sacrificial system that pre-figured Jesus' sacrifice. The Israelites were to sacrifice lambs and other animals for their sins, but Jesus was the perfect Lamb whose blood made atonement for sins once and for all (John 1:29; Hebrews 9:12). Thankfully, because of Jesus’ sacrifice and resurrection, believers are now under the Law of Grace rather than the Mosaic Law (Romans 6:14). After Jesus' death and resurrection, Jesus is worshipped as the Lamb who was slain (Revelation 5:9-14). He is both the sacrificial Agnus Dei who was slain and the triumphant Agnus Dei who conquered sin and death. Jesus is the Lamb who will return again, at the second coming, for His Bride, the Church (Revelation 19:6-9).
Jesus proved that He was Agnus Dei by paying the price for our sins once and for all by sacrificing His own life that we might be saved (1 John 2:2). His sacrifice was enough to account for our sins permanently (Colossians 2:13-14). In addition to Agnus Dei’s literal translation, within Christianity, the name can take on some technical and liturgical meanings. It is sometimes used to refer to a figure of a lamb with a halo and a cross or banner. This is used as a symbol of Christ in various artwork and stained glass. Agnus Dei is also the name of a prayer in Roman Catholic liturgy. The prayer is "Lamb of God, who takes away the sins of the world, have mercy on us. Lamb of God, who takes away the sins of the world, grant us peace." Evangelical Christians know that Jesus, as the Lamb of God, has already had mercy on us and by His sacrifice has brought about peace (Ephesians 2:1-22). So those who have received Jesus Christ as their Savior might, instead, pray "Lamb of God, who takes away the sins of the world, thank you for your mercy. Lamb of God, who takes away the sins of the world, thank you for your peace."