Neutralinos are prime candidates to constitute the dark matter of the universe. Recent high-precision measurements of the dark matter density and prospects for detecting present-day dark matter annihilation byproducts motivate the calculation of the neutralino annihilation cross section beyond leading order. I'll review our recent calculation of QCD corrections to neutralino annihilation into gluon pairs and sketch possible future directions. The calculation makes use of some nice theoretical techniques, from the proper treatment of Majorana spinors to the use of the Adler-Bardeen theorem to relate neutralino annihilation to pseudoscalar decay. It turns out that our corrections are unimportant for the relic density calculation but could have an order-one effect on present-day neutralino annihilation rates.