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This study aims to examine empirically with regard to the variables individual characteristic of millennial generation, towards entrepreneurial behavior in the context of the Millennial Generation Small Business Industry (SMEs). This study uses a survey method, while the type of research is classified as explanatory research that explains the relationship between variables through hypothesis testing, with the number of respondents 150 people. The data analysis tool used in this study is SPSS for Windows version 20.0. The results showed that the Individual Characteristics of Millennial Generation had an effect on Entrepreneurship Behavior. Based on the regression test results indicate that the regression coefficient (B) is 0.272 with the level of Sig.t (probability) of 0.001, (Sig.t = 0.001 <, 0.05). Likewise when viewed from the value of 3.396, while t table 1.655 (t amount = 3.396> t table = 1.655), this means that the Individual Characteristics of Millennial Generation have a significant effect on Entrepreneurship Behavior. This can be interpreted the stronger the individual characters of the millennial generation the stronger it is to shape entrepreneurship behavior.