This study aims to identify the main trends, theories, and possible future research directions on entrepreneurs’ well-being, a topic related to venture performance and exit intentions. To achieve this, we proceeded with a scoping review of the entrepreneurs’ well-being. We first identified articles that discussed the entrepreneur’s well-being and used bibliometric tools to analyze trends. Secondly, we used scientific mapping to identify distinct research clusters and qualitatively analyze the main theories used in each cluster. We identified four main theoretical models on this growing subject: (a) job-demand resource model, (b) self-efficacy model, (c) stress models, and (d) entrepreneurship models. As future research directions, we identified the need to use more theories that consider contextual variables, more studies from and about developing countries, and an expansion of studies on possible interventions to improve entrepreneurial well-being.