While there is little doubt about the very existence of a cold dark
matter component in the present composition of the Universe, the dark
matter nature remains unknown even 80 years after Zwicky first
postulated a "missing mass" in the Coma cluster. In this talk we will
review several proposed methods to search for dark matter particles,
with emphasis on the searches for an exotic component in the fluxes of
gamma-rays, antimatter or neutrinos produced in dark matter
annihilation or decays.