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We investigate the ground-state energy of the integrable two dimensional O(3) sigma model in a magnetic field. By determining a large number of perturbative coefficients we explore the closest singularities of the corresponding Borel function. We then confront its median resummation to the high precision numerical solution of the exact integral equation and observe that the leading exponentially suppressed contribution is not related to the asymptotics of the perturbative coefficients. By analytically expanding the integral equation we calculate the leading non-perturbative contributions up to fourth order and find complete agreement. These anomalous terms could be attributed to instantons, while the asymptotics of the perturbative coefficients seems to be related to renormalons.