We present exoplanets as new targets to discover Dark Matter (DM), with
advantages due to their large expected abundance, low temperatures, and large
sizes. Throughout the Milky Way, DM can scatter, become captured, deposit
annihilation energy, and increase the heat flow within exoplanets. We estimate
upcoming infrared telescope sensitivity to this scenario, finding actionable
discovery or exclusion searches. We find that DM with masses above about an MeV
can be probed with exoplanets, with DM-proton and DM-electron scattering cross
sections down to about $10^{-37}$cm$^2$, stronger than existing limits by up to
six orders of magnitude. Supporting evidence of a DM origin can be identified
through DM-induced exoplanet heating correlated with Galactic position, and
hence DM density. This also allows a potential tracer of DM overdensities. Our
results provide new motivation to measure the temperature of the billions of
brown dwarfs, rogue planets, and gas giants peppered throughout our Galaxy.