Large language model unlearning has gained increasing attention due to its potential to mitigate security and privacy concerns. Current research predominantly focuses on Instance-level unlearning, specifically aiming at forgetting predefined instances of sensitive content. However, a notable gap still exists in exploring the deletion of complete entity-related information, which is crucial in many real-world scenarios, such as copyright protection. To this end, we propose a novel task of Entity-level unlearning, where the entity-related knowledge within the target model is supposed to be entirely erased. Given the challenge of practically accessing all entity-related knowledge within a model, we begin by simulating entity-level unlearning scenarios through fine-tuning models to introduce pseudo entities. Following this, we develop baseline methods inspired by trending unlearning techniques and conduct a detailed comparison of their effectiveness in this task. Extensive experiments reveal that current unlearning algorithms struggle to achieve effective entity-level unlearning. Additionally, our analyses further indicate that entity-related knowledge injected through fine-tuning is more susceptible than original entities from pre-training during unlearning, highlighting the necessity for more thorough pseudo-entity injection methods to make them closer to pre-trained knowledge.