Preheat the oven to 250 degrees F. Lightly oil a rimmed baking sheet.
Whisk the egg white, sugar and Cajun seasoning in a medium bowl until thoroughly blended and slightly foamy. Add the pecans and toss to coat evenly. Spread on the prepared baking sheet and bake for 45 minutes, stirring every 15 minutes, until the nuts are fragrant and slightly darker but still a bit moist. They will continue to crisp as they cool.
Cool completely on the pan. Nuts will keep in an airtight container for up to 5 days.