Research shows that many of the challenges currently encountered with agile development are related to requirements engineering. Based on design science research, this paper investigates critical challenges that arise in agile development from an undefined requirements strategy. We explore potential ways to address these challenges and synthesize the key building blocks of requirements strategies. Our design science research rests on a multiple case study with three industrial cases in the domains of communication technology, security services, and automotive. We relied on a total of 20 interviews, two workshops, participant observation in two cases, and document analysis in each of the cases to understand concrete challenges and workflows. In each case, we define a requirements strategy in collaboration with process managers and experienced engineers. From this experience, we extract guidelines for defining requirements strategies in agile development.