Multi-messenger observations of compact binary mergers provide a new way to constrain the nature of dark matter that may accumulate in and around neutron stars. In this article, we extend the infrastructure of our numerical-relativity code BAM to enable the simulation of neutron stars that contain an additional mirror dark matter component. We perform single star tests to verify our code and the first binary neutron star simulations of this kind. We find that the presence of dark matter reduces the lifetime of the merger remnant and favors a prompt collapse to a black hole. Furthermore, we find differences in the merger time for systems with the same total mass and mass ratio, but different amounts of dark matter. Finally, we find that electromagnetic signals produced by the merger of binary neutron stars admixed with dark matter are very unlikely to be as bright as their dark matter-free counterparts. Given the increased sensitivity of multi-messenger facilities, our analysis gives a new perspective on how to probe the presence of dark matter.