PurposeSociety in general demands ethical behaviour in the business world. The research aim of the paper is to analyse whether higher education institutions of business contribute to ethical decision-making in students through a specific training approach based on practical methodologies that take into account students' personal characteristics, which may affect ethical decision-making. The acquisition of knowledge should be more effective when it is based on personal characteristics.Design/methodology/approachCase method, discussion and self-learning methodology were used, and at the end of the term, the students were evaluated and asked to complete a 48 closed-question questionnaire. A linear regression model is performed to analyse to what extent the results are associated to the variables proposed.FindingsThe results show that knowledge is an explanatory variable, but personal characteristics such as gender or empathy reinforce the learning. Gender difference affects the ethical decisions made and empathy, showing that training based on emotions is effective. Besides, the results show that students integrate family influence in their training process.Research limitations/implicationsIn this paper, the authors have selected empathy, gender and instruction. They have taken into account the incidence of age and family education. In addition, other contextual factors can have an incidence on training and the model could be improved.Practical implicationsThe results show that it is necessary to take into account the students' personal characteristics and select an appropriate training methodology to teach ethics and obtain success.Social implicationsThe students graduating from these courses will be future managers and entrepreneurs and will make decisions in which ethical questions must be taken into account, hence the need for training in this respect.Originality/valueThe teaching of business ethics in business faculties is not an easy subject. It is necessary to select the approach of ethic and an effective methodology to achieve the learning objective. This learning methodology must take into account students' characteristics to be effective. The business students are future managers and entrepreneurs who will make decisions in which ethical questions must be considered, hence the need for training in this respect.