Nowadays how to be a successful exporter has reach great importance. Some studies on the entrepreneurial orientation literature highlights the attitude of the manager to make risky strategies such as strategies toward exports. But might the CEO's attitude toward entrepreneurship be sufficient to achieve greater SMEs export performance? Through an analysis of a database of Spanish and Italian SMEs, we find that entrepreneurial orientation is a managerial attitude that enhances exports when managers also make efforts in organizational learning and innovation. Being entrepreneurially oriented is important, but it might not be sufficient for increasing export performance if the company is not able to learn and to innovate.