The strong Coulomb interactions and the small exciton radii in two-dimensional metal dichalcogenides can result in very fast capture of electrons and holes of excitons by mid-gap defects from Auger processes. In the Auger processes considered here, an exciton is annihilated at a defect site with the capture of the electron (or the hole) by the defect and the hole (or the electron) is scattered to a high energy. In the case of excitons, the probability of finding an electron and a hole near each other is enhanced many folds compared to the case of free uncorrelated electrons and holes. Consequently, the rate of carrier capture by defects from Auger scattering for excitons in metal dichalcogenides can be 100-1000 times larger than for uncorrelated electrons and holes for carrier densities in the $10^{11}$-$10^{12}$ cm$^{-2}$ range. We calculate the capture times of electrons and holes by defects and show that the capture times can be in the sub-picosecond to a few picoseconds range. The capture rates exhibit linear as well as quadratic dependence on the exciton density. These fast time scales agree well with the recent experimental observations, and point to the importance of controlling defects in metal dichalcogenides for optoelectronic applications.