I discuss the prospects for detecting the dark matter via the proper motion of sub-solar mass dark matter halos in the vicinity of the solar neighbourhood. Microhalos that survive tidal disruption could exhibit proper motion of order few arcminutes per year. For dark matter particles that couple to photons, such as the lightest supersymmetric or Kaluza-Klein particles, microhalos could be detected via their Gamma-ray photon emission from annihilations. A detection of proper motion of a microhalo in the Gamma-ray part of the spectrum contains not only information about the particle physics properties of the dark matter particle, but also provides an insight into hierarchical structure formation at very early times.