PurposeThis paper aims to explore how African‐Caribbean Pentecostals use the platform of their faith to reconstruct their entrepreneurial values and identities, improve entrepreneurial learning and exploit the cultural resources of faith‐based networks to promote and sustain their entrepreneurialism.Design/methodology/approachMethodological appropriateness rather than orthodoxy guided the design of this study. Rooted in the context of discovery rather than verification, focus groups were assembled and used for data collection. Ideas generated by the groups were further explored in narrative face‐to‐face interviews.FindingsFindings indicate clear connections between motivation for entrepreneurship, entrepreneurial orientation, entrepreneurial learning and religious orientation among African‐Caribbean entrepreneurs. Religious orientation was evident as a context moderator within which relations of trust and ethnico‐religious compatibility generate social capital which, in turn, helps members to cope with the challenges of entrepreneurship.Originality/valueThis paper offers refreshing insights into the transcendental logic of black entrepreneurship, illuminating the interconnections between religion and enterprise. Such insights afford tremendous opportunities to construct new sites of meaning or frame new explanations of entrepreneurship among the population group – using religion as an important environmental munificence.