This article presents the results of an empirical study on the roles of commercial diplomats at foreign posts. As commercial diplomacy is just starting to grow in importance in a globalising world, the actual work and activities of commercial diplomats at foreign posts have hardly been researched. This is relevant though, since it can help to advance theory that aims to understand commercial diplomacy's effectiveness. A model was developed that conceptualises commercial diplomats' roles as corporate entrepreneurial behaviour, and institutional theory was used to identify the contextual factors that influence their behaviour. By using a multi-method, qualitative and cross-sectional case study based on 23 self-selected, face-to-face, semi-structured interviews, we found that three types of commercial diplomats exist, each adopting a different approach in terms of the importance accredited to proactivity, the level at which it is pursued, and the intensity with which it is pursued. The influence of informal institutions increases for higher levels of proactivity in a specific order, namely background, skills and experience, cultural differences, and the working environment. Further research is needed to confirm these findings.