In light of possible direct detection of dark matter, we look for light (1-15 GeV) neutralinos in the MSSM and NMSSM with high spin-independent elastic scattering cross sections with nucleons. After imposing cosmological, collider physics and direct detection limits, only the NMSSM can provide a neutralino explaining recent experimental signals. In the MSSM, the lightest neutralino found has a mass of about 29 GeV.