Nowadays learning entrepreneurship in higher education became an important issue. International experiences promote the relationship between students from several countries in a multicultural context. In this sense it was developed an entrepreneurial game were tutors have the role to support students during the activities. The objective of entrepreneurial game objective is to create a business idea and develop a small business plan to present to the group. The general aim of this paper is to describe this international experience of Setúbal Business week. The specific goals are: - Understand how students learning in an international environment; - Understand how international multicultural groups function; - Evaluate how this kind of game improve a set of competencies, such as entrepreneurial spirit, capacity to work in an international team, oral communication, creativity, confidence and research skills; - Evaluate business week performance in order to improve future events. The study concludes with some recommendations and remarks about learning in an entrepreneurship in a multicultural environment.