Entrepreneurship training has been introduced in most Higher Education Institutions (HEI) in sub-Saharan Africa countries to enhance graduate self-employment. The purpose of this study was to examine the impact of entrepreneurship training on Egerton University’s graduates’ intention to start a business. This study used the Ajzen’s theory of planned behaviour (TPB) in a cross sectional survey, conducted during April to May, 2016. A sample of 341 business and non-business Egerton University graduates, enrolled from the year 2008 up to 2015 was used. Data were collected using a semi-structured questionnaire through telephone and face-to-face interviews. They were analysed using Structural Equation Modeling (SEM) and PLS Multi-Group Analysis (PLS-MGA). Findings revealed presence of a significant positive relationship between attitude toward entrepreneurship (b = 0.315, P=0.01), proactiveness (b = 0.042, P=0.01), risk-propensity (b = 0.11, P=0.01), and self-efficacy (b = 0.138, P=0.01) on graduates’ intention to start a business. Furthermore, multi-group analysis showed that the same four attributes significantly predicted entrepreneurship intention among business and non-business graduates to start businesses. Also, subjective norms significantly impacted entrepreneurial intentions of business graduates to start businesses. Finally, business graduates had significant higher scores than non-business graduatesin terms of self-efficacy (b = 0.182, P=0.03) and subjective norms (b = 0.329, P=0.04).