The discovery of a light Higgs boson at the LHC opens a broad program of studies and measurements to understand the role of this particle in connection with New Physics and Cosmology. Supersymmetry is the best motivated and most thoroughly formulated and investigated model of New Physics which predicts a light Higgs boson and can explain dark matter. This paper discusses how the study of the Higgs boson connects with the search for supersymmetry and for dark matter at the LHC and at a future $e^+e^-$ collider and with dedicated underground dark matter experiments.