Diversity is increasingly considered as a motive for entrepreneurship. In our article, we set the hypothesis that diversity positively affects self-employment. In order to validate our hypothesis, we discuss two literature reviews: the first one about the link between culture, ethnicity and entrepreneurship and the other one about gender and entrepreneurship. We also discuss the last study led by OECD (2012) on gender entrepreneurship. Our article reveals that culture and ethnicity may be considered as core factors which affect entrepreneurship in general and gender entrepreneurship more specifically, but other factors may also affect self-employment such as: the existence of social networks, labor and capital condition, gender and age, racial background and contingencies factors such as institutional environment, geographic context, etc. As a consequence, our hypothesis is only partially validated.