We show that there exist convex bodies of constant width in $\mathbb{E}^n$ with illumination number at least $(\cos(π/14)+o(1))^{-n}$, answering a question by G. Kalai. Furthermore, we prove the existence of finite sets of diameter $1$ in $\mathbb{E}^n$ which cannot be covered by $(2/\sqrt{3}+o(1))^{n}$ balls of diameter $1$, improving a result by J. Bourgain and J. Lindenstrauss.