The dark matter problem remains one of the biggest unsolved mysteries in cosmology. I will present a brief review of the current status of dark matter. I will review the requirements placed by cosmology on a Weakly Interacting Massive Particle (WIMP) and show that supersymmetry naturally provides such a candidate, the neutralino. I will discuss the possible detection of gamma-rays resulting from the annihilation of neutralinos in the Galactic Center and the contraints placed on supersymmetry by such a detection or the absence thereof. Time permitting, I will comment on the possibility of constraining substructure in dark haloes using neutralino annihilations.