Entrepreneurship research in the Middle East and North Africa (MENA) has been constrained by fragmented and methodologically inconsistent data. This study introduces the MENA Entrepreneurship and Labor Market Survey (MELMS), the first multi-country, micro-level dataset designed to provide comprehensive insights into entrepreneurial activity and employment dynamics across Egypt, Jordan, Kingdom of Saudi Arabia (KSA), Lebanon, Tunisia, and the United Arab Emirates (UAE). The dataset consists of 8,033 respondents, including both entrepreneurs and employees, and captures key variables related to demographics, financial conditions, personality traits, individual entrepreneurial orientation, and family business background. The dataset is freely available as open access through LJMU data repository, enabling scholars to engage in replicable, cross-national entrepreneurship research.