  We show that the recently discovered Mathieu moonshine plays a role for
certain four dimensional theories with $\mathcal{N}=1$ supersymmetry. These
theories are obtained from the $E_8 \times E_8$ heterotic string theory by
compactifying on toroidal orbifolds. We find that a universal contribution to
the holomorphic gauge kinetic function can be expanded in such a way that the
expansion coefficients are the dimensions of representations of the Mathieu
group M$_{24}$.
