Learning is the process of acquiring new knowledge and new skills. That process is physically changing the brain and that is why it is often said that learning is an art of changing the brain, alongside that learning is important because it makes individuals more competitive on the labour market. The goal of this paper is to introduce the importance of learning for developing entrepreneurial skills and it covers topics about the learning process and most important entrepreneurial skills. Although many people see learning as an abstract concept, this paper shows that learning is a biological process which is changing knowledge and behaviours of an individual while in the process of learning. The most important entrepreneurial skills are identification of opportunities, vision and influence, comfort with uncertainty, building networks, finance and financial management. Developing entrepreneurial skills by learning and doing is important because it gives a better chance and opportunity for success to individuals on a local or the global market. Also, individual with highly developed entrepreneurial skills can transform local communities or even make a difference on a global scale. Learning and developing entrepreneurial skills is not only important for the individual it is also important for communities and economies of countries because countries which have more people with highly developed entrepreneurial skills are enjoying a higher quality of life. This is one of the reason learning and developing entrepreneurial skill are among the most important strategies of European Union.