The free-streaming of keV-scale particles impacts structure growth on scales that are probed by the Lyman-alpha forest of distant quasars. Using an unprecedentedly large sample of medium-resolution QSO spectra from the ninth data release of SDSS, along with a state-of-the-art set of hydrodynamical simulations to model the Lyman-alpha forest in the non-linear regime, we issue one of the tightest bounds to date, from Ly-α data alone, on pure dark matter particles: m X> 4.09 keV (95% CL) for early decoupled thermal relics such as a hypothetical gravitino, and correspondingly m s> 24.4 keV (95% CL) for a non-resonantly produced right-handed neutrino. This limit depends on the value on n s, and Planck measures a higher value of n s than SDSS-III/BOSS. Our bounds thus change slightly when Ly-α data are combined with CMB data from Planck 2016. The limits shift to m X> 2.96 keV (95% CL) and m s> 16.0 keV (95% CL). Thanks to SDSS-III data featuring smaller uncertainties and covering a larger redshift range than SDSS-I data, our bounds confirm the most stringent results established by previous works and are further at odds with a purely non-resonantly produced sterile neutrino as dark matter.