Various spectrum sensing approaches have been shown to suffer from a so-called SNR-wall, an SNR value below which a detector cannot perform robustly no matter how many observations are used. Up to now, the eigenvalue-based maximum-minimum-eigenvalue (MME) detector has been a notable exception. For instance, the model uncertainty of imperfect knowledge of the receiver noise power, which is known to be responsible for the energy detector's fundamental limits, does not adversely affect the MME detector's performance. While additive white Gaussian noise (AWGN) is a standard assumption in wireless communications, it is not a reasonable one for the MME detector. In fact, in this work we prove that uncertainty in the amount of noise coloring does lead to an SNR-wall for the MME detector. We derive a lower bound on this SNR-wall and evaluate it for example scenarios. The findings are supported by numerical simulations.