There is no doubt that intention underpins human actions. In this study, the Theory of Planned Behaviour (TPB) was applied to examine its relevancy for intention to progress into postgraduate level among Malaysian undergraduate student in private universities. This topic was not properly investigated in Malaysia. Our sample consists of 185 Students. The study model includes TPB’s three antecedent factors (attitudes, subjective norms and behavioral control) as factors that relate positively to intention. Using multiple regression analysis, we found that attitudes and behavioral control have significantly positive relationships with intention while subjective norms had no significant relationship with intention. Further to this, Mann-Whitney test was performed to assess group differences in intention based on gender (Male and female students) and type of study program (diploma students versus degree students). The result showed no significant differences between males and females and also no significant differences between diploma students and degree students despite slight differences in mean ranks.