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The Nekrasov-Shatashvili limit of beta-ensembles with polynomial potential and N=2 supersymmetric gauge theories in the Omega-background is intimately related to complex one-dimensional quantum mechanics. Multi-instanton corrections in quantum mechanics, inferable from exact quantization conditions, imply additional non-perturbative corrections to the Nekrasov-Shatashvili free energies. Besides filling some of the gaps in previous derivations, we present analytic expressions for such additional non-perturbative corrections in the case of SU(2) gauge theory expanded at strong coupling. In contrast, at weak coupling these additional non-perturbative corrections appear to be negligible.

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