High-resolution infrared data have revealed several young stars in close proximity to Sgr A*. These stars may encounter extremely high dark matter densities. We examine scenarios where dark matter scatters on stellar gas, accumulates in stellar cores, and then annihilates. We study the stars S2, S62, S4711, and S4714 and find three observable effects. First, dark matter interactions can inhibit in situ star formation close to Sgr A*, favoring scenarios where these stars migrate into the Galactic Center. Second, dark matter interactions can delay main sequence evolution, making stars older than they appear. Third, very high dark matter densities can inject enough energy to disrupt main sequence stars, allowing S-star observations to constrain the dark matter density near Sgr A*.