Build Your First AI Agent with Claude Code & OpenAI SDK: A Hands-On Guide
Learn how to build a real AI agent from scratch using Claude Code and the OpenAI Agents SDK — without writing Python code manually.
This practical, step-by-step Hands-On Lab Guide walks you through building a Finance Advisor AI Agent, starting from an empty project and progressing to a stateful agent that can remember previous conversations using SQLiteSession memory.
What You'll
Gain
Everything you need to move beyond simply asking AI to write code and actually understand how to build an AI agent — a hands-on lab that takes you from an empty project to a working, memory-aware Finance Advisor AI Agent.
You will build a Finance Advisor AI Agent that can understand spending-related conversations and provide budgeting guidance. You'll first run it without memory, then add SQLiteSession so you can clearly observe how memory changes the agent's behavior — before building a second Wellness Coach agent as hands-on practice.
Understand the core components of an AI agent — brain, instructions, tools, and memory — and how an agent differs from a traditional scripted application.
Set up a Python virtual environment and Jupyter workflow using Claude Code, configure VS Code and the OpenAI API, and learn the practical two-terminal Claude Code workflow.
Install and work with the OpenAI Agents SDK skill, understand the difference between stateless and stateful conversations, and add SQLiteSession memory to your agent.
Build a Wellness Coach agent using the same architecture, and learn how the same agent-building pattern can be adapted to different use cases.
Why This
Guide Matters
AI agents are becoming a core building block for intelligent applications, from finance assistants and customer support systems to productivity copilots.
But understanding what an AI agent is conceptually is very different from actually building one.
This hands-on lab takes you from an empty project to a working AI agent, using Claude Code to handle the development workflow and the OpenAI Agents SDK to define and run the agent. You'll also see exactly what changes when an agent moves from no memory to conversation-aware memory.
Download Your Free AI Agent Lab Today
Get the free hands-on lab guide and follow the complete end-to-end video tutorial to build a single AI agent using Claude Code and the OpenAI SDK. Includes step-by-step instructions, agent-building prompts, memory implementation, a practice exercise, and troubleshooting guidance.
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