Amongst other things he created a "hate list" of Norwegian footballers in the club magazine Vål'enga Magasin, containing the likes of Vidar Riseth.
In December 2004 Hagen was sold to Zenit Saint Petersburg, becoming the first Norwegian footballer to play in Russia.
On 31 January 2008, it was announced that Hagen would be joining Premier League club Wigan Athletic, signing on loan until the end of the English season.
On 28 July 2008, Hagen appeared at the Vålerenga home game against Tromsø, where it was announced he had re-signed for the club until the end of the 2010 season.
During an interview in April 2014, Hagen admitted to bribing a referee in a European match during his time with Zenit Saint Petersburg.