The numerical range in the quaternionic setting is, in general, a non-convex subset of the quaternions. The essential numerical range is a refinement of the numerical range that only keeps the elements that have, in a certain sense, infinite multiplicity. We prove that the essential numerical range of a bounded linear operator on a quaternionic Hilbert space is convex. A quaternionic analogue of Lancaster theorem, relating the closure of the numerical range and its essential numerical range, is also provided.
