Objective: The objective of this research is to study the entrepreneurial intention of Omani graduate students by introducing self-efficacy as a mediating variable in Social Cognitive Career Theory (SCCT). Research Design & Methods: Two hundred and sixty-three Omani graduate students were surveyed using a self-administered questionnaire. An entrepreneurial intention model was developed and tested using AMOS. Findings: The results revealed that the effect of self-efficacy on the entrepreneurial intention of graduate students was fully mediated by entrepreneurial self-efficacy. At the same time, the direct effect of self-efficacy on entrepreneurial intention was not established. Implications & Recommendations: The research informs policymakers and academicians in Oman to develop sustainable entrepreneurship courses to nurture entrepreneurship based on the measures of self-efficacy and entrepreneurial self-efficacy. Contribution & Value Added: This research contributes to the Social Cognitive Career Theory by including entrepreneurial self-efficacy as a mediating variable, thus providing a new scope with the study of entrepreneurial intention among Omani graduate students.