The driving factors behind the exploration and search for entrepreneurial intention (EI) are critical to entrepreneurship education and entrepreneurial practice. To reveal in depth the influence of personality traits on EI, our study introduces the opposite of proactive personality—the dark triad that consists of narcissism, psychopathy and Machiavellianism. Our study used the MBA students of Tianjin University as a sample to analyze the relationship between the dark triad, entrepreneurial self-efficacy (ESE) and EI. A total of 334 MBA students aged 24–47 years participated and the participation rate is 95.71%. The data collection was largely concentrated in the period from May 15 to June 5, 2018. From the overall perspective of the dark triad, the results show that the dark triad positively predicts EI, and ESE has a partial mediating effect on the dark triad and EI. From the perspective of the three members of the dark triad, the study found that narcissism/psychopathy has a negative effect on ESE and EI; narcissism/psychopathy has a non-linear effect on EI; Machiavellianism has a positive effect on ESE and EI; and ESE has a mediating effect on the three members of the dark triad and EI. In short, our research reveals that the three members of the dark triad have different effects on EI in different cultural contexts, and the research findings have certain reference value for further improvement of entrepreneurship education and entrepreneurial practice.