The H.E.S.S. experiment is an array of four identical imaging atmospheric Cherenkov telescopes in the Southern hemisphere, designed to observe very high energy gamma-rays (E $>$ 100 GeV). The annihilation of dark matter particles in large mass density astrophysical objects could produce detectable very high energy gamma-rays. The HESS collaboration has searched for a dark matter annihilation signal towards several potential targets: the Galactic Centre, dwarf spheroidal galaxies, globular clusters and speculative Intermediate Mass Black Holes. The H.S.S.S observations towards these targets will be described. In the absence of clear signals, constraints on the Dark Matter particle annihilation cross-section in several particle physics scenarios are derived.