Purpose: The present study aims to examine the lived experience of undergraduate students in learning entrepreneurship education through online coach-peer conference at a university in Indonesia, in order to explore the lived experience of undergraduate students in developing entrepreneurial self-efficacy during the COVID-19 pandemic. Design/methodology/approach: Anchored in a phenomenological case study, the student participants were interviewed using online platforms such as WhatsApp and Zoom. To triangulate the data, photographs were taken during observation while the participants were engaged in the online learning process. The interview data were transcribed, interpreted using interpretative phenomenological analysis and thematically analyzed. Findings: This study showed that participants built businesses with (1) the formation of entrepreneurial attitudes and behaviors, (2) increased their entrepreneurial literacy, and (3) increased their involvement in entrepreneurship education coaching programs. This study suggests that the development of entrepreneurial self-efficacy through an online coach-peer conference is important in the development of student businesses. Originality/value: The findings suggest that nurturing the role of online coach-peer conferences in building student entrepreneurial self-efficacy, both during the pandemic of COVID-19 and in the future.