Searches for Dark Matter (DM) particles with indirect detection techniques have reached important milestones with the precise measurements of the anti-proton and gamma-ray spectra, notably by the PAMELA and FERMI-LAT experiments. While the gamma-ray results have been used to test the thermal Dark Matter hypothesis and constrain the Dark Matter annihilation cross section into Standard Model (SM) particles, the anti-proton flux measured by the PAMELA experiment remains relatively unexploited. Here we show that the latter can be used to set a constraint on the neutralino-chargino mass difference. To illustrate our point we use a Supersymmetric model in which the gauginos are light, the sfermions are heavy and the Lightest Supersymmetric Particle (LSP) is the neutralino. In this framework the W^+ W^- production is expected to be significant, thus leading to large anti-proton and gamma-ray fluxes. After determining a generic limit on the Dark Matter pair annihilation cross section into W^+ W^- from the anti-proton data only, we show that one can constrain scenarios in which the neutralino-chargino mass difference is as large as ~ 20 GeV for a mixed neutralino (and intermediate choices of the anti-proton propagation scheme). This result is consistent with the limit obtained by using the FERMI-LAT data. As a result, we can safely rule out the pure wino neutralino hypothesis if it is lighter than 450 GeV and constitutes all the Dark Matter.