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We develop an effective field theory of a generic massive particle of any spin and, as an example, apply this to study higher-spin dark matter (DM). Our formalism does not introduce unphysical degrees of freedom, thus avoiding the potential inconsistencies that may appear in other field-theoretical descriptions of higher spin. Being a useful reformulation of the Weinberg's original idea, the proposed effective field theory allows for consistent computations of physical observables for general-spin particles, although it does not admit a Lagrangian description. As a specific realization, we explore the phenomenology of a general-spin singlet with $\mathbb{Z}_2$-symmetric Higgs portal couplings, a setup which automatically arises for high spin, and show that higher spin particles with masses above $O(10)\,\mathrm{TeV}$ can be viable thermally-produced DM candidates. Most importantly, if the general-spin DM has purely parity-odd couplings, it naturally avoids all DM direct detection bounds, in which case its mass can lie below the electroweak scale. Our formalism reproduces the existing results for low-spin DM, and allows one to develop consistent higher-spin particle physics phenomenology for high- and low-energy experiments and cosmology.