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We study the neutralino relic density in the minimal supersymmetric standardmodel with natural light Higgs sector in which all Higgs masses, thesupersymmetry (SUSY) breaking parameters, and the higgsino mass parameter muare of order the weak scale. To realize this situation we adopt nonuniversalHiggs masses at the grand unified scale. We show that in some parameter spacein which the SUSY breaking parameters are comparatively small, not only theconstraint from the observed relic density of dark matter but also the LEPHiggs bound and the constraint from the b ->s gamma process are satisfied. Inmost of the parameter space, the neutralino relic density becomes smaller thanthe observed relic density in contrast with the results in the constrainedminimal SUSY standard model (CMSSM). The reason is that the neutralinocoannihilation processes to Higgs bosons open even if the gaugino mass is smalland the cross sections become large due to the small dimensionful parameters.Especially small mu parameter and the light CP-odd Higgs, which are difficultto be realized in the CMSSM, are essential for the result.

Neutralino Dark Matter in minimal supersymmetric standard model with natural light Higgs sector