Based on the experience learning theory (Kolb, 1984), social learning theory (Bandura, 1977), and entrepreneurial intention theory Krueger (1993), this study examines the mediating role of self-efficacy on entrepreneurial intention. It examines whether entrepreneurial education directly impacts upon entrepreneurial intention or if the relationship is mediated by self-efficacy on entrepreneurial intention. Data were collected from graduate students of Oman Higher Educational Institutions (HEI). The findings reveal that self-efficacy plays a significant mediating role in determining the relationships between entrepreneurial education and entrepreneurial intention. Further, the indirect effect is significant. Thus, by comparing the direct and indirect effects on entrepreneurial intention, this study adds to the body of knowledge by emphasizing the mediating role self-efficacy towards entrepreneurial intention.