Applications that can follow mobile users when they change to a different environment are in high demand by pervasive computing. In this paper, we describe a mobile agent based paradigm for enabling an application to migrate with the user in pervasive computing environments. Compared with existing efforts on application mobility, our approach has the following distinctive features: (1) Applications are supported by a middleware with a reflective architecture that helps separate business functions from context-awareness logic; (2) Mobile agent is used to manage the mobility of an application and help the application adapt to its new context; (3) The advantages of mobile agent, such as reactivity, autonomy and intelligence, are naturally incorporated into the pervasive computing environment. Our experience shows that mobile agent is a promising technology for pervasive and mobile computing where mobile agents can act as a bridge connecting the cyber world with the physical world.