[5] He became a part of the senior team under Brøndby manager Ebbe Skovdahl, and made his debut on 13 November 1993, when he came on as a substitute in the 1-0 win against Ikast fS.
In the European competitions, Bagger first made his mark, when he scored twice in the games against German team Karlsruher SC in the 1996-97 UEFA Cup.
When the two teams met two weeks later, Bagger opened the score in a game which Brøndby won 5-0, beating Karlsruher SC 6-3 on aggregate.
From 2003, he was plagued by lesser or larger injuries, though he emerged to score in the 2003 Danish Cup final against FC Midtjylland as Brøndby won 3-0.
[10] He also played the 2005 Danish Cup final, and scored the winning goal as Brøndby beat FC Midtjylland 3-2 in extra time.