Fixed-target experiments present a complementary tool for studies of the beyond Standard Model physics in either direct searches for weakly coupled states in $O(107)−O(109)eV/c2$ mass scale or indirect searches for deviations in known processes induced by physics of much higher energy scales. The NA62 experiment dedicated to study of ultra-rare kaon decays is competitive on both these fronts thanks to its immense sensitivity and possibility of data-taking inbeam-dump mode,in which statistics of $O(1016)POT$ has been collected and another $O(1018)POT$ will follow in $2021-2023$ run. This proceedings will present the published results, discuss the current status and show the future prospects of searches for exotic particles at NA62, specifically heavy neutral leptons, dark photons and axion-like particles.