I address the question of whether supersymmetry provides a viable candidate for the dark matter in the Universe. I review the properties of the lightest neutralino as a candidate for solving the dark matter problem. I discuss the neutralino's phenomenological and cosmological properties, and constraints from present and future experiments. In the minimal supersymmetric model, the neutralino mass has been experimentally excluded below some $20$ GeV, and is not expected to be significantly larger than about $150$ GeV. I identify a gaugino-like neutralino as the most natural dark matter candidate for a plausible range of parameters. The requirement that the lightest neutralino be the dominant matter component in the flat Universe provides non-trivial restrictions on other parameters of the model, in particular on the masses of the sfermions. Next, I study the consequences of adopting further grand unification assumptions. In both scenarios I find sfermion masses most likely beyond the reach of LEP 200 and the Tevatron but well within the discovery potential of the SSC and the LHC. I also comment on the effects of relaxing grand unification assumptions. Finally, I briefly outline prospects for the neutralino dark matter searches.