Recent progress in cosmological observations leads us to a revolutionary stage in our understanding of the Universe at the largest scale. About 5% of the Universe is made of ordinary matters. About 27% of the Universe is made of cold dark matter, and the rest 68% is made of dark energy.  While we understand very well the amount of ordinary matter in the Universe, for dark matter and dark energy, we know how much it is, but have no idea of what it is. The existence of dark matter therefore gives precise and unambiguous evidence for new physics beyond the Standard Model (SM) of particle physics. Meanwhile, many beyond the SM new physics scenarios naturally accommodate a dark matter candidate. In this talk, I will focus on the detection of the dark matter, including direct detection at underground labs, indirect detection from cosmic rays, as well as search for dark matter at colliders.  I will also emphasize the complementarity between these three approaches.