As global threats to information systems continue to increase, the value of effective cybersecurity research has never been greater. There is a pressing need to educate future researchers about the research process itself, which is increasingly unpredictable, multi-disciplinary, multi-organizational, and team-oriented. In addition, there is a growing demand for cybersecurity research that can produce fast, authoritative, and actionable results. In short, speed matters. Organizations conducting cyber defense can benefit from the knowledge and experience of the best minds in order to make effective decisions in difficult and fast moving situations. The Agile Research process is a new approach to provide such rapid, authoritative, applied research. It is designed to be fast, transparent, and iterative, with each iteration producing results that can be applied quickly. Purdue University is employing Agile Research as a teaching vehicle in an innovative, multi-university graduate program with government sponsor participation, as described in this paper. Because it simulates real-world operations and processes, this program is equipping students to become effective contributors to cybersecurity research.