  Dark matter (DM) without a matter asymmetry is studied in the context of Twin
Higgs (TH) theories in which the LHC naturalness problem is addressed. These
possess a twin sector related to the Standard Model (SM) by a (broken)
$\mathbb{Z}_2$ symmetry, and interacting with the SM via a specific Higgs
portal. We focus on the minimal realisation of the TH mechanism, the Fraternal
Twin Higgs, with only a single generation of twin quarks and leptons, and
$SU(3)'\times SU(2)'$ gauge group. We show that a variety of natural twin-WIMP
DM candidates are present (directly linked to the weak scale by naturalness),
the simplest and most attractive being the $\tau^\prime$ lepton with a mass
$m_{\tau^\prime} > m_{\rm Higgs}/2$, although spin-1 $W^{\prime\pm}$ DM and
multicomponent DM are also possible (twin baryons are strongly disfavoured by
tuning). We consider in detail the dynamics of the possibly (meta)stable
glueballs in the twin sector, the nature of the twin QCD phase transition, and
possible new contributions to the number of relativistic degrees of freedom
$\Delta N_{\rm eff}$. Direct detection signals are below current bounds but
accessible in near future experiments. Indirect detection phenomenology is rich
and requires detailed studies of twin hadronization and fragmentation to twin
glueballs and quarkonia and their subsequent decay to SM, and possible light
twin sector states.
