Mathieu moonshine in four dimensional N=1 theories

We show that the recently discovered Mathieu moonshine plays a role for certain four dimensional theories with N=1 supersymmetry. These theories are obtained from the E₈×E₈ 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 M₂₄