That is correct. Dark matter is currently believed to be made up of particles that have not yet been discovered by particle physics experiments.
Although there are several theories and models that propose candidate particles for dark matter, such as Weakly Interacting Massive Particles (WIMPs) or Axions, none of these particles have been directly detected in experiments to date.
The evidence for the existence of dark matter comes mainly from its gravitational effects on the motion of visible matter in the universe, such as stars and galaxies. These effects suggest that dark matter is much more abundant than visible matter and accounts for about 85% of the matter in the universe.
Therefore, while the precise nature of dark matter remains a mystery, the overwhelming evidence for its existence from astronomical observations makes it one of the most important unsolved problems in astrophysics and particle physics.