A new measurement of the muon anomalous magnetic moment has been recently reported by the Fermilab Muon g-2 collaboration and shows a $4.2,sigma$ departure from the most precise and reliable calculation of this quantity in the Standard Model. Assuming that this discrepancy is due to new physics, we consider its relation with other potential anomalies, especially in the muon sector, as well as clues from the early universe. We comment on new physics solutions discussed extensively in the literature in the past decades, to finally concentrate on a simple supersymmetric model that also provides a dark matter explanation. We show results for an interesting region of supersymmetric parameter space that can be probed at the high luminosity LHC and future colliders, while leading to values of ($g_mu-2$) consistent with the Fermilab and Brookhaven ($g_mu-2$) measurements. Such a parameter region can simultaneously realize a Bino-like dark matter candidate compatible with direct detection constraints for small to moderate values of the Higgsino mass parameter $|mu|$.