This paper investigates how the explicit integration of employability skills into vocational education and training (VET) affects students' perceived skills. While perceived or self-evaluated skills often represent inaccurate perceptions of real skills, they nonetheless play a profound role in graduates' career decisions. Confidence resulting from positive self-evaluation supports efforts and aspirations during the school-to-work transition. It may therefore be considered an important educational outcome supporting employability. The purpose of the present study is to enrich the understanding of the relationship between students' self-evaluation of their employability skills and different teaching practices. Our analysis examines the self-evaluations and entrepreneurial intentions of Russian VET students collected by the Monitoring of Education Markets and Organizations in 2020 (n = 9,178). It focuses on the social, self-learning and entrepreneurial skills that are part of the VET national curriculum. Our findings show that the explicit embedding and integration of employability skills into the curriculum is significantly related to the positive self-evaluation of social and self-learning skills. Moreover, students who are explicitly taught entrepreneurial skills are more likely to want to start their own business after graduation. Despite its effectiveness, the explicit integration approach turns out not to be dominant. Further research on the reasons behind this is needed for the development of properly informed policy.