Embodied agents operating in complex and uncertain environments face considerable challenges. While some advanced agents handle complex manipulation tasks with proficiency, their success often hinges on extensive training data to develop their capabilities. In contrast, humans typically rely on recalling past experiences and analogous situations to solve new problems. Aiming to emulate this human approach in robotics, we introduce the Retrieval-Augmented Embodied Agent (RAEA). This innovative system equips robots with a form of shared memory, significantly enhancing their performance. Our approach integrates a policy retriever, allowing robots to access relevant strategies from an external policy memory bank based on multi-modal inputs. Additionally, a policy generator is employed to assimilate these strategies into the learning process, enabling robots to formulate effective responses to tasks. Extensive testing of RAEA in both simulated and real-world scenarios demonstrates its superior performance over traditional methods, representing a major leap forward in robotic technology.