An electroweak multiplet stable due to a new global symmetry is a simple and well-motivated candidate for thermal dark matter. We study how direct searches at a future linear collider, such as the proposed CLIC, can constrain scalar and fermion triplets, quintets and septets, as well as a fermion doublet. The phenomenology is highly sensitive to charged state lifetimes and thus the mass splitting between the members of the multiplet. We include both radiative corrections and the effect of non-renormalisable operators on this splitting. In order to explore the full range of charged state lifetimes, we consider signals including long-lived charged particles, disappearing tracks, and monophotons. By combining the different searches we find discovery and exclusion contours in the mass-lifetime plane. In particular, when the mass splitting is generated purely through radiative corrections, we can exclude the pure-Higgsino doublet below 310 GeV, the pure-wino triplet below 775 GeV, and the minimal dark matter fermion quintet below 1025 GeV. The scenario where the thermal relic abundance of a Higgsino accounts for the whole dark matter of the Universe can be excluded if the mass splitting between the charged and neutral states is less than 230 MeV. Finally, we discuss possible improvements to these limits by using associated hard leptons to idenify the soft visible decay products of the charged members of the dark matter multiplet.