We consider the effects of Galactic substructure on energetic neutrinos from annihilation of weakly-interacting massive particles (WIMPs) that have been captured by the Sun and Earth. Substructure gives rise to a time-varying capture rate and thus to time variation in the annihilation rate and resulting energetic-neutrino flux. However, there may be a time lag between the capture and annihilation rates. The energetic-neutrino flux may then be determined by the density of dark matter in the Solar Systems past trajectory, rather than the local density. The signature of such an effect may be sought in the ratio of the direct- to indirect-detection rates.