  Among various supersymmetric (SUSY) models, gauge-mediated SUSY breaking
models with an ultra-light gravitino of mass m_{3/2} \lesssim O(10) eV are very
attractive, since they are completely free from notorious gravitino problems. A
drawback of such a scenario is the absence of the supersymmetric cold dark
matter. In this letter, we propose that a baryonic bound state of strongly
interacting messenger particles, with a mass of O(100) TeV, can naturally be
the cold dark matter. We also exemplify a model which realizes such a scenario.
