Kaniadakis κ-thermostatistics is by now recognized as an effective paradigm to describe relativistic complex systems obeying power-law tailed distributions, as opposed to the classical (exponential-type) decay. It is founded on a non-extensive one-parameter generalization of the Bekenstein-Hawking entropy, which, in the cosmological framework, gives rise to modified Friedmann equations on the basis of the gravity-thermodynamic conjecture. Assuming the entropy associated with the apparent horizon of the Friedmann–Robertson–Walker (FRW) Universe follows Kaniadakis prescription, in this work we analyze the observed discrepancy between the present bound on the Dark Matter relic abundance and the IceCube high-energy (∼1PeV) neutrinos. We show that this tension can be alleviated in the minimal model of Dark Matter decay with Kaniadakis-governed Universe evolution, while still considering the 4-dimensional Yukawa coupling between Standard Model and Dark Matter particles. This argument phenomenologically supports the need for a Kaniadakis-like generalization of the Boltzmann–Gibbs–Shannon entropy in the relativistic realm, opening new potential scenarios in high-energy astroparticle physics.