In the supersymmetric framework, prior to the electroweak phase transition, the existence of a baryon asymmetry implies the existence of a Higgsino asymmetry. We investigate whether the Higgsino could be a viable asymmetric dark matter candidate. We find that this is indeed possible. Thus, supersymmetry can provide the observed dark matter abundance and, furthermore, relate it with the baryon asymmetry, in which case the puzzle of why the baryonic and dark matter mass densities are similar would be explained. To accomplish this task, two conditions are required. First, the gauginos, squarks, and sleptons must all be very heavy, such that the only electroweak-scale superpartners are the Higgsinos. With this spectrum, supersymmetry does not solve the fine-tuning problem. Second, the temperature of the electroweak phase transition must be low, in the (1-10)GeV range. This condition requires an extension of the minimal supersymmetric standard model.