This paper proposes a new approach to rollback-recovery for mobile agent systems, and describes its implementation in the MESSENGERS mobile agents system. The used checkpointing method allows the implementation of a space and time efficient, user-transparent rollback-recovery in heterogeneous distributed environments. Together with an efficient non-blocking system snapshot algorithm, this checkpointing method is an attractive choice for implementing a rollback-recovery mechanism in a mobile agent system, because it exploits features specific to such systems during the recovery. This paper also presents an optimization technique, called concurrent checkpointing that increases the effectiveness of the proposed rollback-recovery mechanism.