Solved: The EXECUTE permission was denied on the object ‘xp_sqlagent_notify’, database ‘mssqlsystemresource’, schema ‘sys’

Step 1: Connect the SQL Server using SQL Server Management Studio (SSMS).

Step 2: Click New Query from the Tool menu, paste below query and execute it.

USE master
GO
GRANT EXECUTE ON master.dbo.xp_sqlagent_notify TO RSExecRole
GO
GRANT EXECUTE ON master.dbo.xp_sqlagent_enum_jobs TO RSExecRole
GO
GRANT EXECUTE ON master.dbo.xp_sqlagent_is_starting TO RSExecRole
GO

USE msdb
GO
GRANT EXECUTE ON msdb.dbo.sp_help_category TO RSExecRole
GO
GRANT EXECUTE ON msdb.dbo.sp_add_category TO RSExecRole
GO
GRANT EXECUTE ON msdb.dbo.sp_add_job TO RSExecRole
GO
GRANT EXECUTE ON msdb.dbo.sp_add_jobserver TO RSExecRole
GO
GRANT EXECUTE ON msdb.dbo.sp_add_jobstep TO RSExecRole
GO
GRANT EXECUTE ON msdb.dbo.sp_add_jobschedule TO RSExecRole
GO
GRANT EXECUTE ON msdb.dbo.sp_help_job TO RSExecRole
GO
GRANT EXECUTE ON msdb.dbo.sp_delete_job TO RSExecRole
GO
GRANT EXECUTE ON msdb.dbo.sp_help_jobschedule TO RSExecRole
GO
GRANT EXECUTE ON msdb.dbo.sp_verify_job_identifiers TO RSExecRole
GO
GRANT SELECT ON msdb.dbo.sysjobs TO RSExecRole
GO
GRANT SELECT ON msdb.dbo.syscategories TO RSExecRole
GO

This query will grant the permission to report server database role (RSExecRole) to create a subscription job and schedule it. Now, you just try to create a new subscription on SSRS report and hope you can do it.