Entrepreneurial diversity is a rising topic in entrepreneurship research. We currently see a growing number of studies that focus on various single categories of diversity, such as gender, race, age, sexual orientation, physical ability and other categories. While this broadens our sight, we question: How is diversity conceptualised in entrepreneurship research? Based on an intersectional approach, we develop an analytical framework to review the literature on entrepreneurial diversity. This review reveals how researchers have conceptualised entrepreneurial diversity. From this, we derive five key challenges. As entrepreneurship research needs a deeper understanding of diversity, we develop recommendations based on intersectionality to address these key challenges. This way, we contribute to the conceptual understanding of entrepreneurial diversity and provide practical guidance for researchers to engage with entrepreneurial diversity.