Context Start-up companies have become an important supplier of innovation and softwareintensive products. The flexibility and reactiveness of start-ups enables fast development and launch of innovative products. However, a majority of software start-up companies fail before achieving any success. Among other factors, poor software engineering could be a significant contributor to the challenges experienced by start-ups. However, the state-ofpractice of software engineering in start-ups, as well as the utilization of state-of-the-art is largely an unexplored area. Objective In this study we investigate how software engineering is applied in start-up context with a focus to identify key knowledge areas and opportunities for further research. Method We perform a multi-vocal exploratory study of 88 start-up experience reports. We develop a custom taxonomy to categorize the reported software engineering practices and their interrelation with business aspects, and apply qualitative data analysis to explore influences and dependencies between the knowledge areas. Results We identify the most frequently reported software engineering (requirements engineering, software design and quality) and business aspect (vision and strategy development) knowledge areas, and illustrate their relationships. We also present a summary of how relevant software engineering knowledge areas are implemented in start-ups and identify potentially useful practices for adoption in start-ups. Conclusions The results enable a more focused research on engineering practices in startups. We conclude that most engineering challenges in start-ups stem from inadequacies in requirements engineering. Many promising practices to address specific engineering challenges exists, however more research on adaptation of established practices, and validation of new start-up specific practices is needed.