Cosmological observations indicate that dark and luminous matter contribute similar energy densities to the present Universe: $\Omega_{DM} / \Omega_B \approx 5 $. This relation is naturally explained in Asymmetric Dark Matter (ADM) models by a common origin of the two, in which the DM relic density arises from particle-antiparticle asymmetry. In the supersymmetric framework, a higgsino asymmetry exists in the universe before the electroweak phase transition. We investigate whether the higgsino is a viable asymmetric dark matter candidate. We find that this is indeed possible. The gauginos, squarks and sleptons must all be very heavy, such that the only electroweak-scale superpartners are the higgsinos. The temperature of the electroweak phase transition must be in the (1 - 10) GeV range.