Consider a Boolean model $\Sigma$ in $\R^d$. The centers are given by a homogeneous Poisson point process with intensity $\lambda$ and the radii of distinct balls are i.i.d.\ with common distribution $\nu$. The critical covered volume is the proportion of space covered by $\Sigma$ when the intensity $\lambda$ is critical for percolation. Previous numerical simulations and heuristic arguments suggest that the critical covered volume may be minimal when $\nu$ is a Dirac measure. In this paper, we prove that it is not the case in sufficiently high dimension.