We prove that the non-squeezing theorem of Gromov holds for symplectomorphisms on an infinite-dimensional symplectic Hilbert space, under the assumption that the image of the ball is convex. The proof is based on the construction by duality methods of a symplectic capacity for bounded convex neighbourhoods of the origin. We also discuss the role of infinite-dimensional non-squeezing results in the study of Hamiltonian PDEs and show some examples of symplectomorphisms on infinite-dimensional spaces exhibiting behaviours which would be impossible in finite dimensions.