In this work we extend and generalize our previous work on the scale dependence at the level of the effective action of black holes in the presence of non-linear electrodynamics. In particular, we consider the Einstein-power-Maxwell theory without a cosmological constant in (2+1) dimensions, assuming a scale dependence of both the gravitational and the electromagnetic coupling and we investigate in detail how the scale--dependent scenario affects the horizon and thermodynamic properties of the classical black holes for any value of the power parameter. In addition, we solve the corresponding effective field equations imposing the "null energy condition" in order to obtain analytical solutions. The implications of quantum corrections are also briefly discussed.