We show the impact of the electroweak, and in one instance the QCD, one-loop corrections on the relic density of dark matter in the MSSM which is provided by the lightest neutralino. We cover here some of the most important scenarii: annihilation into fermions for a bino-like neutralino, annihilation involving gauge bosons in the case of a mixed neutralino, the neutralino-stau co-annihilation region and annihilation into a bottom quark pair. The corrections can be large and should be taken into account in view of the present and forthcoming increasing precision on the relic density measurements. Our calculations are made possible thanks to a newly developed automatic tool for the calculation at one-loop of any process in the MSSM. We have implemented a complete on-shell gauge invariant renormalisation scheme, with the possibility of switching to other schemes. In particular we will report on the impact of different renormalisation schemes for tan beta.