The concept of vision has often been used in research on micro, small and medium enterprises (SMEs). In the study presented here, we note that so far little has been studied on the way entrepreneurs, the primary actors in SMEs, conceive a vision of their businesses and, thus, the manner in which they solve initial problematic situations. This article proposes the development of a method for generating entrepreneurial vision. From the concept of vision, we present a method created through a process of action study. This method has been tested in thirty entrepreneurial projects. At the end of the article, we review only the mechanisms used for conceiving the vision and highlight the contribution made here to strengthen the entrepreneurial process.