Observational evidence for dark matter is limited to gravitational effects. Dedicated searches have yielded null results, challenging the most popular models. This can be explained if cold dark matter is a massive spin-2 particle and, thus, a manifestation of gravity itself. In the unique consistent theory for a massless and a massive spin-2 field, the latter can be heavy, stable on cosmological scales, and produced with correct abundance, and its matter coupling is naturally as weak as the gravitational one. The theory satisfies current gravity tests, and we suggest several gravitational signatures.