This article describes a study that sought to identify the correlation between social entrepreneurship and complex thinking competencies in a population of Mexican students. The article uses the novel approach of compositional data analysis. Compositional data analysis focuses on studying data that are part of a whole, whose importance lies in the relative information between its parts and not in absolute values. The analysis allows us to identify an association between the competencies and find statistically significant relationships between sub-competencies. In particular, correlations can be seen between the sub-competencies of scientific thinking and critical thinking with the sub-competency of self-control, leadership, and social awareness and social value. Furthermore, a correlation is observed between systemic thinking with the sub-competency of social awareness and social value, self-control, and leadership sub-competencies. In a practical way, this article introduces the compositional data analysis methodology to the academic educational literature focused on the study and measurement of competencies, opening possibilities for more precise, broad, descriptive analyses not achieved with other methodologies.