Dark matter does not interact with electromagnetic radiation. Neutrinos also don't interact via electromagnetism, which would make neutrinos a good candidate for dark matter. However because of the extremely low mass of the known three types of neutrinos they can only supply a tiny fraction of the dark matter in the universe (see the section of the Wikipedia page comparing baryonic and non-baryonic matter).
But I have heard there have been speculations in the past, that there could be a fourth type of neutrino, which should be much more heavy that the other three types of neutrinos. Wouldn't such a heavy 4th generation neutrino be the perfect, natural candidate for dark matter?