Modern critics often refer to Samson Agonistes by John Milton as a "closet drama", meaning a work in dramatic form intended to be read rather than performed. For Milton, however, the crucial features that define tragedy generically are plot structure and literary elements such as the use of choruses and messengers.
In his Preface to Samson Agonistes, John Milton specifically talks about how his intention in the play was to yoke together the great stories of the Bible with the classical form of tragedy as theorized by Aristotle and practiced by the tragic playwrights Aeschylus, Sophocles, and Euripides. Thus, we have evidence in Milton's own words that it was intended as a tragedy.
The way in which Milton has Samson's fall occur before the start of the play is unusual for tragedy; perhaps the closest model would be Aeschylus' Prometheus Bound, which opens with Prometheus chained to a rock. Modern critics mainly consider Samson Agonistes a hybrid form, with some tragic elements.