According to broadly accepted hypothesis, the universe contains not only Standard-Model particles but also a significant amount of Dark Matter (DM). When the DM particles like neutralinos annihilate each other, the high-energy SM annihilation products are injected into the primordial cosmic plasma. Then they loose energy in the process similar to jet quenching studied in ultrarelativistic heavy-ion collisions at RHIC and LHC. Using empirical information from heavy-ion experiments I show that the cosmological (anti)quark and gluon jets are damped very quickly until the plasma remains in the deconfined phase. The charged hadron and lepton jets are strongly damped even at later times until the recombination of electrons and protons. The consequences of energy transfer by the annihilation products to the cosmic matter are discussed.