Deep reinforcement learning has shown strong potential for enabling autonomous robots to learn complex navigational tasks. However, its practical use still depends heavily on human designed reward functions and repeated manual fine tuning, which is time consuming and does not guarantee high success in the desired task. This paper presents AgenticRL, agent guided reinforcement learning framework that increases autonomy in reward design, policy refinement, and real world deployment for unmanned aerial vehicles (UAV) navigation tasks. AgenticRL uses a multimodal generative pre-trained transformer (GPT) agent to interpret task information and visual scene observations, generate task specific reward functions, train policies using Proximal Policy Optimization (PPO) algorithm, and then act as a critic by evaluating the trained policy through diagnosis packets to generate feedback. Based on this feedback, the agent identifies failure modes and refines the reward function in a closed loop self improvement process. To further leverage the multimodal GPT agent during inference, AgenticRL uses real world images and natural language task information to automatically identify the active scenario and select the appropriate trained policy for execution. The framework is evaluated on multiple navigational tasks, including gate traversal, obstacle avoidance, wall barrier crossing with landing, trajectory following, and motion behavior learning. Experimental results show that the closed loop refinement process improves policy behavior compared with initial rewards by 71%. We also demonstrate sim-to-real transfer of the proposed framework, achieving a real world success rate of 91% and a sim-to-real accuracy of 94%.