Entrepreneurial environments are significant for entrepreneurial activities. Investigating such environments is necessary because of their complexity and dynamism. This work attempted to analyse international reports that measure entrepreneurship environments in Africa in order to identify the challenges faced by researchers when using these datasets. The reports or indices selected for the analysis usually measure the different dimensions of the entrepreneurship environment. A combination of these datasets provided a thorough coverage of entrepreneurship environments because of the wide spectrum of indicators whilst, a comparison revealed their convergence and divergence. The main challenges were: 1) not all of countries were included in most of the datasets; 2) the survey periods differed making it difficult to conduct longitudinal studies when comparing different countries. The findings suggested ways and means by which such challenges could be mitigated so that scholars, practitioners and institutions could have improved datasets measuring entrepreneurship environments in Africa.