The potential of a high energy, high luminosity e+e− linear collider in the study of a weakly interacting massive new particle as a cosmic dark matter candidate is reviewed, with special emphasis on supersymmetric scenarios. Results of detailed simulation studies for supersymmetric neutralino dark matter indicate that the accuracy from linear collider data of sufficient energy may allow us to infer the dark matter relic density to accuracies comparable to those already obtained from the study of cosmic microwave background and other astrophysical data, thus providing a powerful test on the nature of dark matter by combining results from particle colliders with satellite and direct detection experiment data.