We study the implications of dark matter searches, together with collider constraints, on the phenomenological MSSM with neutralino dark matter and focus on the consequences of the related uncertainties in some detail. We consider, inter alia, the latest results from AMS-02, Fermi-LAT and XENON1T. In particular, we examine the impact of the choice of the dark matter halo profile, as well as the propagation model for cosmic rays, for dark matter indirect detection and show that the constraints on the MSSM differ by one to two orders of magnitude depending on the astrophysical hypotheses. On the other hand, our limited knowledge of the local relic density in the vicinity of the Earth and the velocity of Earth in the dark matter halo leads to a factor 3 in the exclusion limits obtained by direct detection experiments. We identified the astrophysical models leading to the most conservative and the most stringent constraints and for each case studied the complementarities with the latest LHC measurements and limits from Higgs, SUSY and monojet searches. We show that combining all data from dark matter searches and colliders, a large fraction of our supersymmetric sample could be probed. Whereas the direct detection constraints are rather robust under the astrophysical assumptions, the uncertainties related to indirect detection can have an important impact on the number of the excluded points.