The agility was introduced as a strategic and organizational answer to environmental fluctuations. However, it is surprising that it was little studied within the SMEs world, while these structures present characteristics which make them a specific field of research. This article proposes to define the agility of companies, to place it with regard to related notions such as flexibility or adaptability, to investigate agility within the SMEs world and to contribute to the research on this field. The results show that the agility of SMEs can be defined according to four dimensions: proximity, flexibility, reactivity and differentiation. Proximity appears as the central element which contributes to the development of the other dimensions. JEL codes: L22, L23, D23, M11