State-of-the-art Vision-Language Models (VLMs) ground the vision and the language modality primarily via projecting the vision tokens from the encoder to language-like tokens, which are directly fed to the Large Language Model (LLM) decoder. While these models have shown unprecedented performance in many downstream zero-shot tasks (e.g. image captioning, question answers, etc.), still little emphasis has been put on transferring one of the core LLM capability of In-Context Learning (ICL). ICL is the ability of a model to reason about a downstream task with a few examples demonstrations embedded in the prompt. In this work, through extensive evaluations, we find that the state-of-the-art VLMs somewhat lack the ability to follow ICL instructions. In particular, we discover that even models that underwent large-scale mixed modality pre-training and were implicitly guided to make use of interleaved image and text information (intended to consume helpful context from multiple images) under-perform when prompted with few-shot demonstrations (in an ICL way), likely due to their lack of direct ICL instruction tuning. To enhance the ICL abilities of the present VLM, we propose a simple yet surprisingly effective multi-turn curriculum-based learning methodology with effective data mixes, leading up to a significant \(21.03\%\) (and \(11.3\%\) on average) ICL performance boost over the strongest VLM baselines and a variety of ICL benchmarks. Furthermore, we also contribute new benchmarks for ICL evaluation in VLMs and discuss their advantages over the prior art.