Build a Powerful Open-Source Deep Research Agent with MCP Servers

Discover how to build a customizable, open-source deep research agent using MCP servers like Sequential-Thinking and Exa. Automate research, control your data, and enhance your API workflow with this step-by-step guide for backend and API developers.

Ashley Goolam

Ashley Goolam

1 February 2026

Build a Powerful Open-Source Deep Research Agent with MCP Servers

Are you looking for a robust, open-source alternative to proprietary research tools like OpenAI Deep Research or Google's Deep Researcher? In this guide, you'll learn how to set up your own deep research agent using Model Context Protocol (MCP) servers such as Sequential-Thinking and Exa. This solution gives API developers and technical teams flexibility, transparency, and full control over their research workflows.

💡 Supercharge your API workflow with Apidog:
Design, test, mock, and document APIs in a seamless, all-in-one platform. Integrate your open-source research workflows and experience efficient API development with Apidog's design tools, testing suite, mocking features, and documentation support.

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Why Build an Open-Source Deep Research Agent?

Open-source research agents empower API engineers and technical teams to automate information gathering and analysis while retaining control over data and configurations. Compared to closed-source platforms, you can:

With MCP servers like Sequential-Thinking (for structured reasoning) and Exa (for AI-powered web search), you can assemble a highly capable research environment tailored to your use case.

💡 Explore more at HiMCP:
Discover over 1,682 MCP servers and clients to boost your AI development workflow. See the full directory here: HiMCP.ai - Discover 1682+ MCP Servers


What Is an Open-Source Deep Research Agent?

An open-source deep research agent is a programmable tool that automates complex research by combining AI-driven reasoning with web search capabilities through the Model Context Protocol. Here’s how it works:


Who Should Use This Agent?

This workflow is ideal for:


When Does an Open-Source Research Agent Add Value?


Step-by-Step: Setting Up Your Deep Research Agent

Prerequisites


1. Create and Open Your Project


2. Install Sequential-Thinking MCP Server

Run the following command to install Sequential-Thinking MCP:

npx -y @smithery/cli@latest install @smithery-ai/server-sequential-thinking --client windsurf --config "{}"

Verify configuration:
Check your Windsurf mcp_config.json (typically found at C:/Users/You/.codeium/windsurf/mcp_config.json). It should look like this:

{
  "mcpServers": {
    "server-sequential-thinking": {
      "command": "cmd",
      "args": [
        "/c",
        "npx",
        "-y",
        "@smithery/cli@latest",
        "run",
        "@smithery-ai/server-sequential-thinking",
        "--config",
        "\"{}\""
      ]
    }
  }
}

If empty, copy the example above or check the official GitHub repository.

Test the server:
Try a sample prompt:

>> Use sequential thinking to help me develop a simple Flappy Bird Python game.

3. Set Up Exa Web Search MCP Server

a. Get an Exa API Key

access your exa api keys

b. Clone and Build the Exa MCP Server

git clone https://github.com/exa-labs/exa-mcp-server.git
cd exa-mcp-server
npm install
npm run build
npm link

c. Configure Exa MCP in Windsurf

Update your mcp_config.json:

{
  "mcpServers": {
    "server-sequential-thinking": {
      "command": "cmd",
      "args": [
        "/c",
        "npx",
        "-y",
        "@smithery/cli@latest",
        "run",
        "@smithery-ai/server-sequential-thinking",
        "--config",
        "\"{}\""
      ]
    },
    "exa": {
      "command": "npx",
      "args": ["C:/Research_agent/exa-mcp-server/build/index.js"],
      "env": {
        "EXA_API_KEY": "YOUR_API_KEY"
      }
    }
  }
}

Replace "YOUR_API_KEY" with your actual key.

Test Exa server:
Sample prompt:

>> Find blog posts about AGI.

Using Your Deep Research Agent: Practical Example

With Sequential-Thinking and Exa MCP servers set up, try this advanced prompt:

>> When using sequential-thinking, use as many steps as possible. Each step of sequential-thinking must use branches, isRevision, and needsMoreThoughts, and each branch must have at least 3 steps. Before each step of sequential-thinking, use Exa to search for 3 related web pages and then think about the content of the web pages. The final reply should be long enough and well-structured. Question: What is metaphysics?

This will generate a detailed, stepwise answer backed by real web searches.

Sample web search output:

links used during web-search

Sample agent output:

final output in structured order


Key Features and Benefits

For a direct comparison:
Ollama Deep Research, the Open-Source Alternative to OpenAI Deep Researcher. This guide covers setup, features, pricing, and why it’s a better choice.


Troubleshooting Common Issues


Conclusion

Building an open-source deep research agent with MCP servers gives API teams unprecedented flexibility, control, and efficiency for advanced research and development workflows. Integrate these tools with your existing API processes in Apidog to further streamline design, testing, and documentation in a single, developer-friendly environment.

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