Research on entrepreneurial intention is really prolific and mostly focuses on how individual ground their intention to create a company depending on their age (Kautonen et al., 2013), their social status (Fayolle & Gally, 2009) and other psychological variables (Kolvereid, 1996; Autio et al., 1997; Krueger et al., 2000; Von Gelderen et al., 2008). However, despite the identification of the link that exists between the perception an individual can have on his environment and his entrepreneurial intention, studies on the formation of entrepreneurial intention within different contexts have not been conducted yet and open a wide avenue for future research on entrepreneurial intention (Kautonen et al., 2013). Based on a TPB model (Azjen, 1991) and the latest adaptation developed Kautonen et al. (2013), this research focuses on entrepreneurial intention within highly uncertain environments and the impact of anxiety about the future individuals may have on their entrepreneurial intention and the antecedents that determine this entrepreneurial intention. Therefore this paper aims at answering two research questions: First, what is the impact of anxiety about the future on entrepreneurial intention and its antecedents? Second, to what extend can entrepreneurial intention be considered as the result of a coping strategy for fighting anxiety about the future?