| A search for a dark matter (DM) annihilation signal into gamma-rays toward the direction of the Canis Major (CMa) overdensity is presented. The nature of CMa is still controversial and one scenario represents it as a dwarf galaxy, making it an interesting candidate for DM annihilation searches. A total of 9.6 hours of high quality data were collected with the H.E.S.S. array of Imaging Atmospheric Cherenkov Telescopes (IACTs) and no evidence for a very high energy gamma-ray signal is found. Upper limits on the CMa dwarf galaxy mass of the order of 10^{9} solar mass are derived at the 95% C.L. assuming neutralino masses in the range 500 GeV - 10 TeV and relatively large annihilation cross-sections. Constraints on the velocity-weighted annihilation cross section sigma*v, are calculated for specific WIMP scenarios, using a NFW model for the DM halo profile and taking advantage of numerical simulations of hierarchical structure formation. 95% C.L. exclusion limits of the order of 5*10^{-24} cm^{3} s^{-1} are reached in the
500 GeV - 10 TeV DM particle mass interval, assuming a total halo mass of 3*10^{8} solar masses.
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