  Primordial black holes of planetary masses captured by compact stars are
widely studied to constrain their composition fraction of dark matter. Such a
capture may lead to an inspiral process and be detected through gravitational
wave signals. In this Letter, we study the post-capture inspiral process by
considering two different kinds of compact stars, i.e., strange stars and
neutron stars. The dynamical equations are numerically solved and the
gravitational wave emission is calculated. It is found that the Advanced LIGO
can detect the inspiraling of a $10^{-5}$ solar mass primordial black hole at a
distance of 10 kpc, while a Jovian-mass case can even be detected at
megaparsecs. Promisingly, the next generation gravitational wave detectors can
detect the cases of $10^{-5}$ solar mass primordial black holes up to ${\sim}1$
Mpc, and can detect Jovian-mass cases at several hundred megaparsecs. Moreover,
the kilohertz gravitational wave signal shows significant differences for
strange stars and neutron stars, potentially making it a novel probe to the
dense matter equation of state.
