The nature of Dark Matter (DM) is one of the most debated questions of contemporary physics. Ground-based arrays of Cherenkov telescopes such as the High Energy Spectroscopic System (H.E.S.S.) search for DM signatures through the detection of Very-High-Energy (VHE, $E > 100$ GeV) gamma-rays. DM particles could self-annihilate in dense environments producing VHE $gamma$-rays in the final states that could be eventually detected by H.E.S.S.. The H.E.S.S. observation strategy for DM search focuses towards the Galactic Centre (GC) region and nearby dwarf galaxy satellites of the Milky Way. The GC dataset provides the most stringent constraints on the DM annihilation cross section in the mass range 300 GeV - 70 TeV. Searches have been carried out towards classical and ultra-faint dwarf galaxies to test specific heavy DM models. The latest results towards the GC and dwarf galaxies are shown.