The axion is a long-postulated boson that can simultaneously solve two fundamental problems of modern physics: the charge–parity symmetry problem in the strong interaction and the enigma of dark matter. In this work, we estimate, by means of Monte Carlo simulations, the sensitivity of the Dark-photons & Axion-Like particles Interferometer (DALI), a new-generation Fabry–Pérot haloscope proposed to probe axion dark matter in the 25–250 μeV band.