The experiments at the Large Hadron Collider (LHC) at CERN are at the energy frontier of particle physics, searching for answers to fundamental questions of nature. In particular, dark matter (DM) presents strong evidence for physics beyond the standard model (SM). However, there is no experimental evidence of its non-gravitational interaction with SM particles. If DM has non-gravitational interactions with the SM particles, we could be producing the DM particles in the proton-proton collisions at the LHC. While the DM particles would not produce an observable signal in the detector, they may recoil with large transverse momentum against visible particles resulting in an overall transverse momentum imbalance in the collision event. In this talk, I will review the searches for DM particles in these missing momentum final states at the Compact Muon Solenoid (CMS) experiment. I will also discuss the prospects for discovering dark matter at the High Luminosity-LHC and other future experiments.