We review how dark matter is distributed in our local neighbourhood from an observational and theoretical perspective. We will start by describing first the dark matter halo of our own galaxy and in the Local Group. Then we proceed to describe the dark matter distribution in the more extended area known as the Local Universe. Depending on the nature of dark matter, numerical simulations predict different abundances of substructures in Local Group galaxies, in the number of void regions and in the abundance of low rotational velocity galaxies in the Local Universe. By comparing these predictions with the most recent observations, strong constrains on the physical properties of the dark matter particles can be derived. We devote particular attention to the results from the Constrained Local UniversE Simulations (CLUES) project, a special set of simulations whose initial conditions are constrained by observational data from the Local Universe. The resulting simulations are designed to reproduce the observed structures in the nearby universe. The CLUES provides a numerical laboratory for simulating the Local Group of galaxies and exploring the physics of galaxy formation in an environment designed to follow the observed Local Universe. It has come of age as the numerical analogue of Near-Field Cosmology.