SME internationalization is growing at an alarming pace, indicating the global significance of SMEs to both local and global markets. In recent years, export has become a key form of SME internationalization. The agricultural sector has proved to be critical to the growth of the Nigerian economy; in terms of both innovative outcomes and job creation much of these is credit to SMEs ability to export their products. This study measures the relationship between entrepreneurial orientation, government policies and export performance of Nigerian SMEs in the agricultural sector. The outcome of this study reveals the capability of agricultural SMEs to be proactive, innovative and risk takers as well as government policies influence on export performance of Nigeria Agricultural SME's. The paper concludes by presenting areas for future research on entrepreneurial orientation and the importance of exporting to boost Nigerian economy.