  The requirement of electroweak naturalness in supersymmetric (SUSY) models of
particle physics necessitates light higgsinos not too far from the weak scale
characterized by m(weak)~ m(W,Z,h)~100 GeV. On the other hand, LHC Higgs mass
measurements and sparticle mass limits point to a SUSY breaking scale in the
multi-TeV regime. Under such conditions, the lightest SUSY particle is expected
to be a mainly higgsino-like neutralino with non-negligible gaugino components
(required by naturalness). The computed thermal WIMP abundance in natural SUSY
models is then found to be typically a factor 5-20 below its measured value. To
gain concordance with observations, either an additional DM particle (the axion
is a well-motivated possibility) must be present or additional non-thermal
mechanisms must augment the neutralino abundance. We compare present direct and
indirect WIMP detection limits to three natural SUSY models based on gravity-,
anomaly- and mirage-mediation. We show that the case of natural higgsino-only
dark matter where non-thermal production mechanisms augment its relic density,
is essentially excluded by a combination of direct detection constraints from
PandaX-II, LUX and Xenon-1t experiments, and by bounds from Fermi-LAT/MAGIC
observations of gamma rays from dwarf spheroidal galaxies.
