Dwarf spheroidal galaxies (dSphs) are among the faintest objects observed in our Universe, representing an ideal laboratory for Dark Matter (DM) searches. We review moment-based methods to model pressure-supported spherical systems like dSphs, and critically revisit the so called “mass-anisotropy degeneracy problem”, plaguing the mass profile determination of these galaxies. We propose a novel approach to address it properly, based on the analytical inversion of the spherical Jeans equation. The main goal of the work is to present a reliable approach to derive constraints on the line-of-sight integral of Dark Matter halo densities in dSphs, intimately related to the current tough upper-bounds on the velocity averaged cross-section of thermal relics like e.g. the neutralino in many SUSY extensions of the Standard Model. Remarkably, we find dSph bounds to be solid and robust against the theoretical bias present in the modeling, so that nowadays they possibly constitute the milestone of indirect DM constraints.