Using data recorded with the ANTARES telescope from 2007 to 2015, a new search for dark matter annihilation in the Milky Way has been performed. Three halo models and five annihilation channels, $rm WIMP + WIMP to b bar b, W^+ W^-, tau^+ tau^-, mu^{+} mu^{-}$ and $ u bar{ u}$, with WIMP masses ranging from 50 $frac{text{GeV}}{text{c}^2}$ to 100 $frac{text{TeV}}{text{c}^2}$, were considered. No excess over the expected background was found, and limits on the thermally averaged annihilation cross--section were set.