On the Lie ball $\omega$ of $\Bbb C^n$, $n\ge 3$, we prove that for all $p\in [1,\infty)$, $p\ne 2$, the Hardy space $H^p(\omega)$ is an uncomplemented subspace of the Lebesgue space $L^p (\partial_0\omega,d\sigma)$, where $\partial_0\omega$ denotes the Shilov boundary of $\omega$ and $d\sigma$ is a normalized invariant measure on $\partial_0\omega$.
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