MeV particles have been advocated as Dark Matter (DM) candidates in different contexts. This hypothesis can be tested indirectly by searching for the Standard Model (SM) products of DM self-annihilations. As the signal from DM self-annihilations depends on the square of the DM density, we might expect a sizable flux of annihilation products from our galaxy. Neutrinos are the least detectable particles in the SM and a null signal in this channel would allow to set the most conservative bound on the total annihilation cross section. Here, we show that neutrino detectors with good energy resolution and low energy thresholds can not only set bounds on the annihilation cross section but actually test the hypothesis of the possible existence of MeV DM, i.e. test the values of the cross section required to explain the observed DM density. At present, the data in the (positron) energy interval [18-82] MeV of the Super-Kamiokande experiment is already able to put a very stringent bound on the annihilation cross section for masses between ~15-130 MeV. Future large experiments, like megaton water-Cherenkov or large scintillator detectors, will improve the present limits and, if MeV DM exists, would be able to detect it.