Dark Matter (DM) can be trapped by the gravitational field of any star, since
collisions with nuclei in dense environments can slow down the DM particle
below the escape velocity ($v_{esc}$) at the surface of the star. If captured,
the DM particles can self annihilate, and, therefore, provide a new source of
energy for the star. We investigate this phenomenon for capture of DM particles
with mass ($m_X$) heavier than $100$ GeV by the first generation of stars (Pop
III stars), by using the recently developed multiscatter capture formalism. Pop
III stars are particularly good DM captors, since they form in DM rich
environments, at the center of $~\sim 10^6 M_\odot$ DM minihalos, at redshifts
$z~\sim 15$. Assuming a DM-proton scattering cross section ($\sigma)$ at the
deepest current exclusion limits provided by the XENON1T experiment, we find
that captured DM annihilations at the core of Pop III stars can lead, via the
Eddington limit, to upperbounds in stellar masses that can be as low as a few
$M_\odot$ if the ambient DM density ($\rho_X$) at the location of the Pop III
star is sufficiently high. Conversely, when Pop III stars are identified, one
can use their observed mass ($M_\star$) to place bounds on $\rho_X \sigma$.
Using adiabatic contraction to estimate the ambient DM density in the
environment surrounding Pop III stars, we place projected upper limits on
$\sigma$, for $M_\star$ in the $100-1000 M_\odot$ range, and find bounds that
are competitive with, or deeper than, those provided by the most sensitive
current direct detection experiments. Most intriguingly, we find that each of
the Pop III stars considered could be used to probe below the "neutrino floor,"
and identify the corresponding necessary ambient DM density.