The Project Management Institute reported that the Agile approach is widely being used for project management practices. This approach has a significant impact on business growth and project performance. However, its implementation is challenging. Therefore, a systematic literature review (SLR) is used to reveal the challenges faced in Agile project execution. The Project Management Body of Knowledge (PMBOK) knowledge areas were adopted to classify the challenges. A total of 23 papers from 400 were identified as the result of SLR extraction. The challenges from related studies were categorized into the PMBOK knowledge areas. A mapping from the challenges to the solutions was performed using the PMBOK Guide, Prince2 Agile, Agile Practice Guide, and other related references. This study provides a list of Agile challenges and their mapped solutions. The biggest challenge arises from stakeholder management, which includes challenges related to Agile adaption, Agile transition, and Agile transformation. Other challenges include project resource management, project integration management, project scope management, and project schedule management. For academicians, this study provides a new understanding of Agile challenges and their suitable solutions from the perspective of project management. For practitioners, the findings provide potential lessons learned and recommendations to deal with the challenges.