Dense depth recovery is crucial in autonomous driving, serving as a foundational element for obstacle avoidance, 3D object detection, and local path planning. Adverse weather conditions, including haze, dust, rain, snow, and darkness, introduce significant challenges to accurate dense depth estimation, thereby posing substantial safety risks in autonomous driving. These challenges are particularly pronounced for traditional depth estimation methods that rely on short electromagnetic wave sensors, such as visible spectrum cameras and near-infrared LiDAR, due to their susceptibility to diffraction noise and occlusion in such environments. To fundamentally overcome this issue, we present a novel approach for robust metric depth estimation by fusing a millimeter-wave Radar and a monocular infrared thermal camera, which are capable of penetrating atmospheric particles and unaffected by lighting conditions. Our proposed Radar-Infrared fusion method achieves highly accurate and finely detailed dense depth estimation through three stages, including monocular depth prediction with global scale alignment, quasi-dense Radar augmentation by learning Radar-pixels correspondences, and local scale refinement of dense depth using a scale map learner. Our method achieves exceptional visual quality and accurate metric estimation by addressing the challenges of ambiguity and misalignment that arise from directly fusing multi-modal long-wave features. We evaluate the performance of our approach on the NTU4DRadLM dataset and our self-collected challenging ZJU-Multispectrum dataset. Especially noteworthy is the unprecedented robustness demonstrated by our proposed method in smoky scenarios. Our code will be released at \url{https://github.com/MMOCKING/RIDERS}.
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