We review the status of indirect Dark Matter searches, focusing in particular on the connection with gamma-ray Astrophysics. After a brief introduction where we review the strong motivations for indirect searches, we tackle the question of how one can “discover” Dark Matter particles with astrophysical observations. To this purpose, I will discuss some recent conflicting claims that have generated some confusion in the field, and present new strategies that may provide robust enough evidence to claim discovery, based only on astrophysical observations.