We study dark matter physics in the Minimal Supersymmetric Standard Model with non-universal gaugino masses at the unification scale. In this scenario, the specific ratio of wino and gluino masses realizes the electro-weak scale naturally and achieves 125 GeV Higgs boson mass. Then, relatively light higgsino is predicted and the lightest neutral particle, that is dominantly given by the neutral component of higgsino, is a good dark matter candidate. The direct detection of the dark matter is sensitive to not only a higgsino mass but also gaugino masses significantly. The upcoming XENON1T experiment excludes the parameter region where bino or gluino is lighter than about 2.5 TeV if the higgsino and the gaugino mass parameters have same signs. We see that the direct detection of dark matter gives stronger bound than the direct search at the LHC experiment when higgsino gives sizable contribution to the dark matter abundance.