We have searched for dust in an optical sample of 910 Early-Type Galaxies (ETG) in the Virgo cluster (447 of which are optically complete at m_pg <= 18.0), extending also to the dwarf ETG, using Herschel images at 100, 160, 250, 350 and 500 microns. Dust was found in 52 ETG (46 are in the optically complete sample), including M87 and another 3 ETG with strong synchrotron emisssion. Dust is detected in 17% of ellipticals, 41% of lenticulars, and in about 4% of dwarf ETG. The dust-to-stars mass ratio increases with decreasing optical luminosity, and for some dwarf ETG reaches values similar to those of the dusty late-type galaxies. Slowly rotating ETG are more likely to contain dust than fast rotating ones. Only 8 ETG have both dust and HI, while 39 have only dust and 8 have only HI, surprisingly showing that only rarely dust and HI survive together. ETG with dust appear to be concentrated in the densest regions of the cluster, while those with HI tend to be at the periphery. ETG with an X-ray active SMBH are more likely to have dust and vice versa the dusty ETG are more likely to have an active SMBH.