During the past two decades, interdisciplinary oriented entrepreneurship research focused increasingly on spatial aspects of entrepreneurial activities and support policies. This paper takes stock of central themes in entrepreneurship research at and across different geographic scales, the preferred sources of data and information as well as methodological approaches. It sets out to discuss the shifting interest of research over time and to sketch out theoretical and methodological challenges for further research. This paper is based on a review of 18 international journals in small business and entrepreneurship research, economic geography, regional economics and neighbouring sciences for the period 1990–2007. Altogether, 348 relevant articles were identified, read and classified. The analysis reveals that the entrepreneur’s socio-spatial contexts in which they operate on a daily basis are still absent from much of the entrepreneurship debate. We suggest intensifying research efforts on the linkage between entrepreneurial activities and localities in order to reach a better understanding of the everydayness of entrepreneurship.