This study focused on which determinants could affect SMEs’ (small and medium-sized enterprises) export performance and how they mattered by a firm’s entrepreneurship. First of all, we tried to verify the causal relationship between entrepreneurship and export performance presented in previous studies and confirm a series of processes by adopting the mechanism that the will of the CEO toward the host country has an effect on market-orientation. Based on the existing studies, we tried to understand how the role of the CEO’s commitment is related to both export activities and the market-orientation of the local market, a continuous but subsequent process from entrepreneurship to export performance. In order to validate our hypotheses proposed, the survey was conducted on Korean SMEs in emerging markets (i.e., Middle East) with the help of KOTRA. After the responses were collected, we estimated direct and indirect relationships between latent variables using the partial least square-structural equation model (PLS-SEM). As a result, we found an insignificant relationship between the direct influence of entrepreneurship and export performance. However, by verifying the validity of the path that entrepreneurship leads to export performance through CEO commitment in exportation and market-orientation, the internal process of linking entrepreneurship and export performance was significantly verified. Our results could contribute to the existing studies. First, we theoretically specified the process through which MNEs’ entrepreneurial-orientation increased the export performance and how CEO’s commitment and market-orientation to the target country (e.g., emerging market) worked when a firm was small-medium sized. Second, in order for SMEs to overcome cultural and geographical distances that may cause liability of foreignness in export activities, managers were required to selectively focus resources on export activities based on entrepreneurial-orientation and increase interest and increase in local markets accordingly.