Social capital has been used by many researchers to explain economic issues. Until the early 1980s, research on social capital was not as popular. Today, social capital has become a topical issue that is attracting great research interest, especially amongst entrepreneurship researchers, to explain social and economic outcomes. Entrepreneurship researchers have found different dimensions of social capital useful to access finance (relational social capital), information (cognitive social capital), and market (structural social capital). This paper provides a comprehensive review of the above three dimensions of social capital for a thorough understanding of the concepts and to identify specific aspects of each of the three dimensions that could be applied in entrepreneurial success studies. Also, a comprehensive empirical review of each of the three dimensions and their effects or relationships with four dimensions of entrepreneurial success, namely profitability, sales growth, customer satisfaction, and competitiveness, is reported to provide background information, especially to researchers in this line of research interest. It is recommended that more researchers should focus their research on social capital and how social capital and its dimensions could be developed and harnessed to enhance entrepreneurial success.