Dwarf spheroidal galaxies of the Local Group are close satellites of the Milky Way characterized by a large mass-to-light ratio and are not expected to be the site of non-thermal high-energy gamma-ray emission or intense star formation. Therefore they are amongst the most promising candidates for indirect dark matter searches. During the last years the High Energy Stereoscopic System (H.E.S.S.) of imaging atmospheric Cherenkov telescopes observed five of these dwarf galaxies for more than 140 hours in total, searching for TeV gamma-ray emission from annihilation of dark matter particles. The new results of the deep exposure of the Sagittarius dwarf spheroidal galaxy, the first observations of the Coma Berenices and Fornax dwarves and the re-analysis of two more dwarf spheroidal galaxies already published by the H.E.S.S. Collaboration, Carina and Sculptor, are presented. In the absence of a significant signal new constraints on the annihilation cross-section applicable to Weakly Interacting Massive Particles (WIMPs) are derived by combining the observations of the five dwarf galaxies. The combined exclusion limit depends on the WIMP mass and the best constraint is reached at 1-2 TeV masses with a cross-section upper bound of ~3.9x10-24 cm^3 s-1 at a 95% confidence level.
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