Entrepreneurship education is crucial in fostering and supporting entrepreneurial intentions among young people. However, many factors, such as immigrant background, are associated with whether youth aspire to an entrepreneurial career. The aim of this study was to examine whether immigrant-origin youth in Finland were more likely than natives to aspire to an entrepreneurial career, and to what extent their sense of belonging, acculturation attitudes, and self-esteem explained these aspirations (N = 2838, Mage = 15.6). Regression (OLS and L2-regularized) and moderation analyses stratified by immigrant status and gender revealed that the immigrant-origin youth were more likely to aspire to an entrepreneurial career than their native counterparts, even after adjusting for gender. Among the male immigrant-origin youth, self-esteem, a sense of belonging, and acculturation attitudes explained 25% of the variation in their entrepreneurial intentions. However, the associations of these factors with entrepreneurial intentions among the native youth were weaker, and they were not related to entrepreneurial intentions among the female immigrant-origin youth at all. Acculturation attitudes were associated with EIs among the native females, but not the males.