The observed value of the muon magnetic dipole moment, which deviates from the Standard Model prediction by $4.2\sigma$, can be explained in models with weakly-interacting massive particles (WIMPs) coupled to muons. However, a considerable range of parameter space of such models will remain unexplored in the future LHC experiments and dark matter (DM) direct searches. In this work we discuss the temperature observation of neutron stars (NSs) as a promising way to probe such models given that WIMPs are efficiently captured by NSs through DM-muon or spin-dependent DM-nucleon scattering. The captured WIMPs eventually annihilate in the star core and heat the NS. This effect can be observed in old NSs as it keeps the NS surface temperature at a few thousand K at most, which is much higher than the predicted values of the standard NS cooling theory for NSs older than $\sim 10^7$ years. We consider two classes of representative models, where the DM couples or does not couple to the Higgs field at tree level, and show that the maximal DM heating is realized in both scenarios.