This study focused on the effect of entrepreneurial self-efficacy on attitude of SME owners towards entrepreneurship in Edo State. The study took survey research design into account. In Edo State, two-in-one aggregated study groups were found through this research; these are small and medium-sized businesses. Multistage sampling procedure was used for this investigation. The study used a 336-particpants sample size. Both descriptive and inferential analytical techniques were used to analyse the study's data. Multiple regression analysis was used. Findings showed that opportunity identification & creativity, information alertness, planning under uncertainty, financial management capability, marketing ability, managerial competence, innovation capability and risk-taking capability have positive linear relationship with the attitude of SME Owners towards entrepreneurship in Edo State. The study concluded that self-efficacy has a massive effect on SME owners' attitudes toward entrepreneurship. The study recommended that the government and policy makers should invest largely towards increasing the entrepreneurial self-efficacy of SME Owners; as this will translate into the development of favourale entrepreneurial attitude in Edo State.