B767-300 Captain reported that the Load Supervisor at the departure airport did not leave the Dangerous Goods Form on board the aircraft. The Captain did not realize this occurred until arrival at destination.

Narrative

During preflight preparations; the Load Supervisor working my flight came up to the cockpit and handed me the Dangerous Goods Form to sign. After checking it over and signing it; I handed it back to the Load Supervisor. The Load Supervisor thanked me and left the cockpit. I assumed the Load Supervisor slipped the Dangerous Goods Form into the HAZMAT pouch near the crew entry door before departing the aircraft. Once I sensed the loader had pulled away from the aircraft; I closed the main cargo door and returned to the cockpit to get the flight underway.After blocking in at our destination; I opened the crew entry door and started to open the main cargo door. About that time; the destination Load Supervisor came up the stairs and asked for the Dangerous Goods Form. As I was handing her the envelope; I discovered that the Dangerous Goods Form was missing. Presumably; the ZZZ Load Supervisor mistakenly took it off the plane. I suggested that they could contact their counterpart in ZZZ and get a copy faxed to her; which they did. This problem can be mitigated by the Captain; by confirming that the Dangerous Goods Form is onboard prior to closing the crew entry door; which I will be sure to do in the future.