There is strong evidence about the existence of unknown dark matter in the Universe. Many different theories about this dark matter exist, but most probably it is made of a new kind of fundamental particle that has to be massive, stable, electrically neutral, and having only weak interaction with standard matter (weakly interacting massive particles). In principle, those particles could produce gamma rays by their annihilation or decay. Therefore, a Gamma-ray signal from a dark matter origin would provide one of the clearest and most concluding evidences for dark matter. High resolution cosmological N-body simulations have shown that dark matter subhalos in the Milky Way halo may developed in the Universe. Those subhalos could pop-up in gamma-ray surveys as unidentified sources. In this paper we present H.E.S.S. observations of unidentified sources selected from Fermi-LAT catalogs. These sources fulfill main features which would characterize a dark matter subhalo, namely, having no obvious counterpart at other wavelengths and being steady hard sources.
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