This study scrutinises how self-efficacy, the closely related entrepreneurial attitude and character, will develop among Hungarian university students. Based on an extensive international and domestic literature review, the paper stands out in examining the relationship between entrepreneurial inclination and self-efficacy of Bandura (1986) and the connection of entrepreneurial inclination to personal values according to Schwartz's (1992) approach. A simple random sampling procedure determined an online questionnaire to answer five hypotheses. Based on the results (N = 323), two groups regarding entrepreneurial inclinations after the university years were statistically separated, with a close connection between the inclination to become an entrepreneur in the future, self-efficacy, and problem-solving skills. Results also show a significant relationship along the indicators of openness to innovation, risk, and excitement seeking. At the same time, the results also highlight the gender differences regarding entrepreneurial inclination among Hungarian university students.