Entrepreneurship today is recognized as a crucial catalyst to innovation and increased productivity, essential not only to the growth of the national economy but also to ensure that competitive edge in the global market. Set to become a full industrial nation and be a main global player, Malaysia gives serious attention to the development and training of this important human capital, namely, university students. Considering the fact that Malaysia is a young country with over 42.3% of the population in the 0-24 year age group, the need to inculcate entrepreneurial skills amongst young people is justifiable. Furthermore, entrepreneurship is a quality, and a skill that can be developed early in a cultural environment conducive to its development. To this end, numerous policies and programmes to encourage entrepreneurship at all levels have been initiated, including schools through the inclusion of entrepreneurship studies in the curriculum. However, the achievement of these programmes has fallen short of their target. This paper, based on the findings of a study on over 1524 university students in Malaysia, recommends that for an entrepreneurial programme to be effective, certain factors like cognitive and non-cognitive aspects of entrepreneurial behaviour that are considered important should therefore be included.