Experimental studies often find that inbreeding depression is more severe in harsh environments, but the few studies of in situ wild populations available to date rarely find strong support for this effect. We investigated evidence for inbreeding depression by environment interactions in nine traits in the individually monitored Soay sheep population of St Kilda, using genomic inbreeding coefficients based on 37 037 single-nucleotide polymorphism loci, and population density as an axis of environmental variation. All traits showed variation with population density and all traits showed some evidence for depression because of either an individual’s own inbreeding or maternal inbreeding. However, only six traits showed evidence for an interaction in the expected direction, and only two interactions were statistically significant. We identify three possible reasons why wild population studies may generally fail to find strong support for interactions between inbreeding depression and environmental variation compared with experimental studies. First, for species with biparental inbreeding only, the amount of observed inbreeding in natural populations is generally low compared with that used in experimental studies. Second, it is possible that experimental studies sometimes actually impose higher levels of stress than organisms experience in the wild. Third, some purging of the deleterious recessive alleles that underpin interaction effects may occur in the wild.