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While the concepts of “entrepreneur” and “business” come to us from the depths of history, they are not always clear to everyone and not necessarily well understood today. This imprecision and confusion regarding terms can lead to difficulties in understanding companies and, more generally, the economic field. Entrepreneurship has never been so valued, promoted by business schools, and cited as a reference—especially by younger generations, who mostly subscribe to the concept. This is why shedding light on the semantic evolution of the concept of entrepreneur can help us understand the reality of business today. This article traces the long and rich general and economic history of these concepts, putting them into context, up until contemporary times and the emergence of self-employment. From the Middle Ages to the twenty-first century, from knight-entrepreneurs to the crisis entrepreneur, this article aims to sweep through centuries of entrepreneurial evolution to better illuminate its contemporary reality. This allows us to address the necessary question of risk and the relationship that entrepreneurs maintain with this difficult uncertainty, while also examining the latest changes in entrepreneurship, in particular individual entrepreneurship and self-employment. To understand the entrepreneurship of tomorrow, to link it with changes in work models, a historical perspective is invaluable and allows a rich projection based on a known past.