Relational database-driven data analysis (RDB-DA) report generation, which aims to generate data analysis reports after querying relational databases, has been widely applied in fields such as finance and healthcare. Typically, these tasks are manually completed by data scientists, making the process very labor-intensive and showing a clear need for automation. Although existing methods (e.g., Table QA or Text-to-SQL) have been proposed to reduce human dependency, they cannot handle complex analytical tasks that require multi-step reasoning, cross-table associations, and synthesizing insights into reports. Moreover, there is no dataset available for developing automatic RDB-DA report generation. To fill this gap, this paper proposes an LLM agent system for RDB-DA report generation tasks, dubbed DAgent; moreover, we construct a benchmark for automatic data analysis report generation, which includes a new dataset DA-Dataset and evaluation metrics. DAgent integrates planning, tools, and memory modules to decompose natural language questions into logically independent sub-queries, accurately retrieve key information from relational databases, and generate analytical reports that meet the requirements of completeness, correctness, and conciseness through multi-step reasoning and effective data integration. Experimental analysis on the DA-Dataset demonstrates that DAgent's superiority in retrieval performance and analysis report generation quality, showcasing its strong potential for tackling complex database analysis report generation tasks.