They may have some user permissions set.
See if their name is in the top left box. If it is then they have set some permissions outside of the admin group.
If it isn't, and you're 100% sure they aren't in any other groups, are you checking this by logging in with their account or are you using the option to test their permissions? If it's the latter, you are still you in that instance and can get to the admin panel from your own permissions not theirs.
EDIT: yep or what Mick said!