The readiness to changes is a key feature of the modern business in the conditions of innovative economy, which defines the basic values of the entrepreneurship and should become one of the most important orientation in the business world. For the Russian market, as part of the global economy, this phenomenon is relevant too, and it requires some changes for the traditional approach to business. The aim of the article is to represent some approaches to the phenomenon of entrepreneurship and the modern business values as the basis for the innovative economy development. The result of the research work is the set of the most significant values of the entrepreneurship that was discovered and analyzed.