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We study the muon $(g-2)_{\mu}$ anomaly in light of neutralino dark matterand the LHC. We scan the MSSM parameters relevant to $(g-2)_{\mu}$ and focus onthree distinct cases with different neutralino compositions. We find that the2$\sigma$ range of $(g-2)_{\mu}$ requires the smuon ($\tilde{\mu}_1$) to belighter than $\sim$ 500 (1000) GeV for $\tan \beta=10\,(50)$. Correspondinglythe two lightest neutralinos, $\tilde{\chi}_{1}^0, \tilde{\chi}_{2}^0$, have tobe lighter than $\sim$ 300 (650) GeV and 900 (1000) GeV respectively. Weexplore the prospects of searching the light smuon and neutralinos at the LHC,in conjunction with constraints arising from indirect dark matter (DM)detection experiments. The upcoming run of the LHC will be able to set $95\%$CL exclusion limit on $M_{\tilde{\chi}_{2}^0}$ ($\sim 475 - 1300$ GeV) and$m_{\tilde{l}}$ ($\sim 670-775$ GeV) with $M_{\tilde{\chi}_{1}^0} \sim 100-250$GeV at 3000 fb$^{-1}$ luminosity in multi-lepton + missing energy channel.

Neutralinos and Sleptons at the LHC in Light of Muon $(g-2)_{\mu}$