The software engineering of multi-agent systems demands specification of the required agent behaviours to provide documented requirements for the design and implementation phases. A methodology for the analysis and specification of agent behaviours is proposed, which arises from a lengthy experience in the construction of multi-agent simulations for military operations research. The methodology builds upon the existing use case modelling techniques provided by the Unified Modeling Language (UML) and is in keeping with the agent extensions to the UML proposed elsewhere. A case-study from a specific multi-agent air combat simulation accompanies the elaboration of the methodology.