Abstract : WIMP pair annihilations produce high energy gamma-rays in the final state, which can be detected by Imaging Atmospheric Cherenkov Telescopes such as the H.E.S.S. array. We focus in this contribution on searches towards dwarf galaxies and mini-spikes around intermediate mass black holes (IMBHs) in the Galactic halo. H.E.S.S. observations towards the nearby dwarf galaxies Sagittarius and Canis Major are presented. Using realistic modellings for the dark matter (DM) density profiles, constraints on the velocity-weighted annihilation cross section sigmav of DM particles are derived in the framework of Supersymmetric and Kaluza-Klein models. A search for DM mini-spikes around IMBHs is described as well as constraints on the particle physics parameters.