Entrepreneurial self-efficacy (ESE) (Bandura, 1986) is an individual’s confidence in his/her ability to successfully perform entrepreneurial tasks. Long been accepted as an important construct in entrepreneurship, ESE has been found to strongly predict entrepreneurial intentions (EI) (Zhao et al., 2005). While research suggests ESE could be shaped by entrepreneurship education (Souitaris et al., 2007), empirical results are mixed. This signals that the relationships among entrepreneurship education, ESE and EI may be more complex than initially theorized. In this paper, we examine whether entrepreneurship education serves to increase ESE and whether ESE is positively related to students’ EI. We further explore whether gender moderates the relationship between ESE and EI.