Entrepreneurship has grown in number and relevance, as an activity of the Brazilian economic population (PEA). The percentage of PEA´s which is involved with an entrepreneur activity grew from 20,9% in 2002, to 39,3% in 2015. This growth occurred also in the subjective dimension of Brazilian people. “To have its own business” is the third biggest dream of adult population. This rate of entrepreneurship is accompanied by high rates of business bankruptcy. The bankruptcy, however, is not an obstacle to companies continue to be opened. This work is an exploratory qualitative study, in which the qualitative basic study was the methodology. Semi structured interviews were conducted with nine man and eight women, with a diversified profile. The high rates of business opening and failure, reveals the importance of the current research, which has the objective to investigate how the entrepreneurs experience the opening, conducting and ending a business. It was found that the decision to open a business was decisively influenced by the will to have a business, more than a market opportunity. The entrepreneurs work through long journeys and with a constant tension, which they called, “we were tuned twenty-four hours a day in the business”. Personnel and family relations were impaired by this tension and dedication. Even though many business didn´t had any profit, and with all this suffering, many entrepreneurs held with their companies by several years. The reason that kept them operating was the high morale and the belief in a better future, which initially came from social recognition by their work, companies or products. In the same way, the decision to step out of the company was originated by disbelief in the future, due the repetition of problems, financial ones or not. The dream that gave support to the enterprise was an expansionist fantasy and a self-omnipotence, which gave pleasure by itself. The initial unfamiliarity with the sector of the business and the planning negligence pre-opening was related to this psychologic gratification provided by the fantasies. The biggest suffering of the entrepreneurs was due the financial problems, but, their overall valuation of the experience was a positive one. After they left business, it was frequent their return to a position of business owners or academic activities and consulting, so they kept the flexible hours and a relative independence. Just a few entrepreneurs went back to traditional corporative careers.