Natal dispersal is a key life history trait for the evolution and adaptation of wild populations. Although its evolution has repeatedly been related to the social and environmental context faced by individuals, parent–offspring regressions have also highlighted a possible heritable component. In this study, we explore heritability of natal dispersal, at the scale of the sub-Antarctic Possession Island, for a large-scale foraging seabird, the Wandering albatross Diomedea exulans, exploiting a pedigree spanning over four decades and a maximum of four generations. The comparison of three different methods shows that heritability on the liability scale can vary drastically depending on the type of model (heritability from 6% to 86%), with a notable underestimation by restricted maximum likelihood animal models (6%) compared to Bayesian animal models (36%). In all cases, however, our results point to significant additive genetic variance in the individual propensity to disperse, after controlling for substantial effects of sex and natal colony. These results reveal promising evolutionary potential for short-scale natal dispersal, which could play a critical role for the long-term persistence of this species on the long run.