Abstract: We propose a novel experiment, the Canfranc Axion Detection Experiment (CADEx), to probe dark matter axions with masses in the range 330-460 μeV, within the W-band (80-110 GHz), an unexplored parameter space in the well-motivated dark matter window of Quantum ChromoDynamics (QCD) axions. The experimental design consists of a microwave resonant cavity haloscope in a high static magnetic field coupled to a highly sensitive detecting system based on Kinetic Inductance Detectors via optimized quasi-optics (horns and mirrors). The experiment is in preparation and will be installed in the dilution refrigerator of the Canfranc Underground Laboratory. Sensitivity forecasts for axion detection with CADEx, together with the potential of the experiment to search for dark photons, are presented.