If dark matter is made of neutralinos, annihilation of such Majorana particles in the halos of galaxies should produce high energy cosmic rays in high density regions, like the centres of galaxies. M31 (Andromeda) is the nearest spiral galaxy from us, and both its high mass and its low distance make it a source of interest for the indirect search for dark matter through $\gamma$-ray detection. The ground based atmospheric Cerenkov telescope CELESTE has been observing M31 for the last three years, and we present here the limit we get on SUSY models from the analysed data (first observation of M31 in the range 50–1000 GeV)