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Let be the sequence of the Fej'er kernels on the unit circle . The first author recently proved that if is a separable Banach function space on such that the Hardy-Littlewood maximal operator is bounded on its associate space , then for every as . This implies that the set of analytic polynomials is dense in the abstract Hardy space built upon a separable Banach function space such that is bounded on . In this note we show that there exists a separable weighted space such that the sequence does not always converge to in the norm of . On the other hand, we prove that the set is dense in under the assumption that is merely separable.

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