The preference for self-employment varies much between countries. The purpose of this study is to investigate the relationship between the preference for self-employment, new business start-up intentions and actual start-up efforts. This research is an application of the theory of planned behaviour. Data were collected using telephone interviews from a representative sample of Norwegian adults aged 18–64 years. The results support the theory, showing that the preference for self-employment, together with measures of subjective norm and perceived behavioural control, predicts business start-up intentions. These intentions, in turn, together with perceived behavioural control, predict involvement in business start-up efforts. This study has important implications for policymakers and future research.