It is often argued that low fine tuning in the MSSM necessarily requires a rather light Higgsino. In this note we show that this need not be the case when a more complete set of soft SUSY breaking mass terms are included. In particular an Higgsino mass term, that correlates the $mu-$term contribution with the soft SUSY-breaking Higgsino masses, significantly reduces the fine tuning even for Higgsinos in the TeV mass range where its relic abundance means it can make up all the dark matter.