The purpose of this thesis is to explore what factors in the Zambian national business environment that influences the international entrepreneur, describe how Swedish entrepreneurs adapt to the uncertainties that may come with the national business environment in Zambia, and explain the opportunities and threats that come with investing in the country. In order for us to reach our purpose of the thesis, a case study of two Swedish firms has been conducted by interviews. The theoretical framework consists of the business environment, international entrepreneurship, the concept of psychic distance, the PEST analysis model, threats and opportunities, and five uncertainty management strategies. All of these theories are relevant for the study and the research questions. The empirical findings include the case businesses view on the national business environment regarding both threats and opportunities, and how to manage the uncertainties in the best way. In the analysis the theoretical framework is allied to the empirical findings. The analysis consist of an discussion about the Zambian national environment, and an analysis of the strategies that would be most suitable for an international entrepreneur to use when coping with uncertainties, threats and opportunities in Zambia. The conclusion of the thesis shows that the economic and political factors in Zambia create opportunities, while the technological and socio-cultural factors pose threats to the international entrepreneur.