  Dark matter from the galactic halo can accumulate in neutron stars and
transmute them into sub-2.5 $M_{\odot}$ black holes if the dark matter
particles are heavy, stable, and have interactions with nucleons. We show that
non-detection of gravitational waves from mergers of such low-mass black holes
can constrain the interactions of non-annihilating dark matter particles with
nucleons. We find benchmark constraints with LIGO O3 data, viz., $\sigma_{\chi
n} \geq {\cal O}(10^{-47})$ cm$^2$ for bosonic DM with $m_\chi\sim$ PeV (or
$m_\chi\sim$ GeV, if they can Bose-condense) and $\geq {\cal O}(10^{-46})$
cm$^2$ for fermionic DM with $m_\chi \sim 10^3$ PeV. These bounds depend on the
priors on DM parameters and on the currently uncertain binary neutron star
merger rate density. However, with increased exposure by the end of this
decade, LIGO will probe cross-sections that are many orders of magnitude below
the neutrino floor and completely test the dark matter solution to missing
pulsars in the Galactic center, demonstrating a windfall science-case for
gravitational wave detectors as probes of particle dark matter.
