AGILE is a space mission of the Italian Space Agency dedicated to γ-ray astrophysics, launched in 2007. AGILE performed dedicated real-time searches for possible γ-ray counterparts of gravitational wave (GW) events detected by the LIGO-Virgo scientific Collaboration (LVC) during the O2 observation run. We present a review of AGILE observations of GW events, starting with the first, GW150914, which was a test case for future searches. We focus here on the main characteristics of the observations of the most important GW events detected in 2017, i.e. GW170104 and GW170817. In particular, for the former event we published γ-ray upper limits (ULs) in the 50 MeV – 10 GeV energy band together with a detailed analysis of a candidate precursor event in the Mini-Calorimeter data. As for GW170817, we published a set of constraining γ-ray ULs obtained for integrations preceding and following the event time. These results allow us to establish important constraints on the γ-ray emission from a possible magnetar-like remnant in the first ~1000 s following T0. AGILE is a major player in the search of electromagnetic counterparts of GW events, and its enhanced detection capabilities in hard X-ray/MeV/GeV ranges will play a crucial role in the future O3 observing run.