We show that certain BPS counting functions for both fundamental strings and strings arising from fivebranes wrapping divisors in Calabi--Yau threefolds naturally give rise to skew-holomorphic Jacobi forms at rational and attractor points in the moduli space of string compactifications. For M5-branes wrapping divisors these are forms of weight negative one, and in the case of multiple M5-branes skew-holomorphic mock Jacobi forms arise. We further find that in simple examples these forms are related to skew-holomorphic (mock) Jacobi forms of weight two that play starring roles in moonshine. We discuss examples involving M5-branes on the complex projective plane, del Pezzo surfaces of degree one, and half-K3 surfaces. For del Pezzo surfaces of degree one and certain half-K3 surfaces we find a corresponding graded (virtual) module for the degree twelve Mathieu group. This suggests a more extensive relationship between Mathieu groups and complex surfaces, and a broader role for M5-branes in the theory of Jacobi forms and moonshine.
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