Next generation neutrino oscillation experiments like DUNE and T2HK are multi-purpose observatories, with a rich physics program beyond oscillation measurements. A special role is played by their near detector facilities, which are particularly well-suited to search for weakly coupled dark sector particles produced in the primary target. In this paper, we demonstrate this by estimating the sensitivity of the DUNE near detectors to the scattering of sub-GeV DM particles and to the decay of sub-GeV sterile neutrinos (“heavy neutral leptons”). We discuss in particular the importance of the DUNE-PRISM design, which allows some of the near detectors to be moved away from the beam axis. At such off-axis locations, the signal-to-background ratio improves for many new physics searches. We find that this leads to a dramatic boost in the sensitivity to boosted DM particles interacting mainly with hadrons, while for boosted DM interacting with leptons, data taken on-axis leads to marginally stronger exclusion limits. Searches for heavy neutral leptons perform equally well in both configurations.