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AlphaGo's astonishing performance has ignited an explosive interest in developing deep reinforcement learning (DRL) for numerous real-world applications, such as intelligent robotics. However, the often prohibitive complexity of DRL stands at the odds with the required real-time control and constrained resources in many DRL applications, limiting the great potential of DRL powered intelligent devices. While substantial efforts have been devoted to compressing other deep learning models, existing works barely touch the surface of compressing DRL. In this work, we first identify that there exists an optimal model size of DRL that can maximize both the test scores and efficiency, motivating the need for task-specific DRL agents. We therefore propose an Auto-Agent-Distiller (A2D) framework, which to our best knowledge is the first neural architecture search (NAS) applied to DRL to automatically search for the optimal DRL agents for various tasks that optimize both the test scores and efficiency. Specifically, we demonstrate that vanilla NAS can easily fail in searching for the optimal agents, due to its resulting high variance in DRL training stability, and then develop a novel distillation mechanism to distill the knowledge from both the teacher agent's actor and critic to stabilize the searching process and improve the searched agents' optimality. Extensive experiments and ablation studies consistently validate our findings and the advantages and general applicability of our A2D, outperforming manually designed DRL in both the test scores and efficiency. All the codes will be released upon acceptance.