If dark matter is made of neutralinos, annihilation of such Majorana particles should produce high energy cosmic rays, especially in galaxy halo high density regions like galaxy centres. M31 (Andromeda) is our nearest neighbour spiral galaxy, and both its high mass and its low distance make it a source of interest for the indirect search for dark matter through gamma-ray detection. The ground based atmospheric Cherenkov telescope CELESTE observed M31 from 2001 to 2003, in the mostly unexplored energy range 50-500 GeV. These observations provide an upper limit on the flux above 50 GeV around $10^{-10}rm{cm}^{-2}rm{s}^{-1}$ in the frame of supersymmetric dark matter, and more generally on any gamma emission from M31.