The Grid can be the right environment for large-scale Multi-agent based simulation (MABS) applications. However, due to the nature of the Grid and the characteristics of MABS, achieving optimum performance for these applications poses a great challenge. Performance study of MABS applications is therefore a necessary undertaking which requires an understanding of these characteristics and the extent of their influence. Moreover, owing to the dynamicity and heterogeneity of the Grid, it is difficult to achieve performance gains without a middleware support for application deployment and dynamic reconfiguration. This paper presents a study of the key features of MABS applications that affect performance and proposes a supportive middleware to MABS platforms. Experiments show that the proposed middleware can bring performance improvement for MABS applications in the Grid environment.