Hey, yep, this is supported. In the request body for POST /v0/agents, pass an extra parameter "usePrivateWorker": true, and the run will go to your self-hosted worker instead of a Cursor-hosted VM.
In Team Dashboard > Cloud Agents > Self-hosted Agents, turn on Allow Self-hosted Agents
If you want to force all runs API + Automations + UI to use only self-hosted, there is also a toggle there called Require Self-hosted Agents for All Cloud Agents. There is a known issue with that toggle right now for some teams it does not persist. It is being tracked, and I can’t share an ETA yet. As a temporary workaround, use "usePrivateWorker": true per request. It works independently.
Important: self-hosted Cloud Agents are a Team or Enterprise feature. They are not available on Pro in a personal account. You need a team plan with a configured worker pool.
More details on the same topic are in this thread: this thread. If anything does not work, tell me and we will troubleshoot it.