In the context of ghost-free, infinite derivative gravity, we will provide a quantum mechanical framework in which we can describe astrophysical objects devoid of curvature singularity and event horizon. In order to avoid ghosts and singularity, the gravitational interaction has to be nonlocal, therefore, we call these objects as nonlocal stars. Quantum mechanically a nonlocal star is a self-gravitational bound system of many gravitons interacting nonlocally. Outside the nonlocal star the spacetime is well described by the Schwarzschild metric, while inside we have a non-vacuum spacetime metric which tends to be conformally flat at the origin. Remarkably, in the most compact scenario the radius of a nonlocal star is of the same order of the Buchdahl limit, therefore slightly larger than the Schwarzschild radius, such that there can exist a photosphere. These objects live longer than a Schwarzschild blackhole and they are very good absorbers, due to the fact that the number of available states is larger than that of a blackhole. As a result nonlocal stars, not only can be excellent blackhole mimickers, but can also be considered as dark matter candidates. In particular, nonlocal stars with masses below $10^{14}$g can be made stable compared to the age of the Universe.