  Very recent work has identified a new satellite galaxy, Ursa Major III/UNIONS
I, which is the faintest such system ever observed. Dynamical considerations
indicate that if the system is in equilibrium, it is likely to be highly dark
matter dominated. This, in combination with its proximity, predicts that it may
be the preeminent dwarf spheroidal galaxy target for dark matter indirect
detection searches. We utilize 15 years of Fermi-LAT data to search for
$\gamma$-ray emission from Ursa Major III. Finding no excess, we set strong
constraints on dark matter annihilation. Intriguingly, if the high J-factor of
Ursa Major III is confirmed, standard thermal dark matter annihilation to
$b\bar{b}$ final states would be ruled out for dark matter masses up to 4 TeV.
The discovery of Ursa Major III, combined with recent tentative measurements of
other high J-factor systems, suggests the exciting possibility that near-future
data could produce transformative constraints on thermal dark matter.
