Despite the ameliorative efforts of the government and non-governmental organisations in job creation, youth unemployment has remained a chronic challenge in Nigeria, particularly among graduates of the Pentecostal Christian faith (CFH). Yet, the dominant Pentecostals in Nigeria emphasise a new life in Jesus Christ that is hallmarked by prosperity, speaking in new tongues, and signs and wonders. It is on this premise that this study especially focused on undergraduate students of the Pentecostal CFH-based universities in Nigeria to investigate the mediating role of planned behaviour on the CFH – CFH-entrepreneurial intentions (EIS) nexus. Personal attitude towards entrepreneurship (PAE), subjective norms (SUN) and perceived behavioural control (PBC) were employed as dimensions of planned behaviour. A three-wave repeated cross-sectional survey was conducted to generate data from 462 final-year students. The results of the 3-way parallel mediation analysis show that CFH directly and positively associates with EIS, PAE and SUN, except PBC. Again, PAE, SUN, except PBC directly and significantly, relate with the students’ EIS. We further found that the CFH indirectly and significantly influence the EIS of the students through PAE and SUN, except PBC. The study concludes with some theoretical and practical implications.