The POINT-AGAPE survey is an optical search for gravitational microlensing events towards the Andromeda Galaxy (M31). As well as microlensing, the survey is sensitive to many different classes of variable stars and transients. Here we describe the automated detection and selection pipeline used to identify M31 classical novae (CNe) and we present the resulting catalogue of 20 CN candidates observed over three seasons. CNe are observed both in the bulge region as well as over a wide area of the M31 disk. Nine of the CNe are caught during the final rise phase and all are well sampled in at least two colours. The excellent light-curve coverage has allowed us to detect and classify CNe over a wide range of speed class, from very fast to very slow. Among the light-curves is a moderately fast CN exhibiting entry into a deep transition minimum, followed by its final decline. We have also observed in detail a very slow CN which faded by only 0.01 mag day$^{-1}$ over a 150 day period. We detect other interesting variable objects, including one of the longest period and most luminous Mira variables. The CN catalogue constitutes a uniquely well-sampled and objectively-selected data set with which to study the statistical properties of classical novae in M31, such as the global nova rate, the reliability of novae as standard-candle distance indicators and the dependence of the nova population on stellar environment. The findings of this statistical study will be reported in a follow-up paper.