We study instanton corrections to the vacuum expectation value (VEV) of 1/6 BPS Wilson loops in ABJM theory from the Fermi gas approach. We mainly consider Wilson loops in the fundamental representation and winding Wilson loops, but we also initiate the study of Wilson loops with two boundaries. We find that the membrane instanton corrections to the Wilson loop VEV are determined by the refined topological string in the Nekrasov-Shatashvili limit, and the pole cancellation mechanism between membrane instantons and worldsheet instantons works also in the Wilson loop VEVs as in the case of the partition functions.