The WIMP miracle suggests a new physics threshold ranging from the weak scale up to several tens of TeVs. Obtaining the correct dark matter density in many theories aiming to solve the hierarchy problem may thus require some amount of tuning of the weak scale, hinting at a possible connection between WIMP dark matter and unnaturalness. We point out that dark matter direct detection is a very efficient probe of these unnatural models, and that existing data already provide important clues to the nature of the associated WIMPs. We present a model-independent, relativistic analysis of the signatures of a gauge-singlet dark matter candidate of arbitrary spin, and discuss the current experimental bounds from LUX and XENON100. For complex WIMPs, dark matter direct detection is complementary to electroweak precision tests, and can even compete with flavor constraints if the dark matter has spin. Particularly relevant for future searches are couplings to the Higgs mass operator, which are expected to be large if the electroweak scale is finely tuned. Care is devoted to the RG evolution of the effective Lagrangian. We find that the CP-even scalar coupling to charm quarks is enhanced by about 20% compared to the one-loop estimate. When pushed in the unnatural regime, warped extra dimensions -- with or without custodial symmetry -- become attractive theories for flavor, the Higgs mass, and dark matter. The WIMP argument basically sets an upper bound on unnaturalness, whereas direct detection experiments select scalar or real particles as the most compelling dark matter candidates.
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