High energy γ-rays are powerful probes in the search for annihilations of dark matter (DM) particles in dense environments. In several DM particle models their annihilation produces characteristic features such as lines, bumps or cut-offs in their energy spectrum. The High Energy Stereoscopic System (H.E.S.S.) of imaging atmospheric Cherenkov telescopes is perfectly suited to search for such features from multi-TeV mass DM particles. The Dwarf Spheroidal Galaxies (dSphs) of the Local Group are the most common satellites of the Milky Way and assumed to be gravitationally bound dominantly by DM, with up to O(10^3) times more mass in DM than in visible matter. Over the past decade, several observational campaigns on dwarf satellite galaxies were launched by H.E.S.S. amounting to more than 140 hours of exposure in total. The observations are reviewed here. In the absence of clear signals, the expected spectral and spatial morphologies of signal and background are used to derive constraints on the DM particle annihilation cross-section for particle models producing line-like signals. The combination of the data of all the dwarf galaxies allows a significant improvement in the HESS sensitivity.