  We show how the Higgs boson mass is protected from the potentially large
corrections due to the introduction of minimal dark matter if the new physics
sector is made supersymmetric. The fermionic dark matter candidate (a 5-plet of
$SU(2)_L$) is accompanied by a scalar state. The weak gauge sector is made
supersymmetric and the Higgs boson is embedded in a supersymmetric multiplet.
The remaining standard model states are non-supersymmetric. Non vanishing
corrections to the Higgs boson mass only appear at three-loop level and the
model is natural for dark matter masses up to 15 TeV--a value larger than the
one required by the cosmological relic density. The construction presented
stands as an example of a general approach to naturalness that solves the
little hierarchy problem which arises when new physics is added beyond the
standard model at an energy scale around 10 TeV.
