One of the most pressing tasks in physics today is the search for dark matter, whose nature is still unknown despite it makes the majority of the matter content in the Universe. If dark matter is made of particles, those are outside the Standard Model. In the last decades, several of their properties were learned, but they are still quite unbound. A multi-front attack to the problem is needed, as it is impossible to know in advance which is the best experimental strategy to look for dark matter. Neutrino telescopes have interesting advantages in this endeavour. It is expected that dark matter particles would accumulate in astrophysical bodies like the Sun or the Galactic Centre and their final annihilation/decay products would include neutrinos. In the case of the Sun, it would be a very clean signal, since no relevant astrophysical background is expected. In the case of the Galactic Centre, the results of the ANTARES neutrino telescope provide constraining limits for large masses of dark-matter candidates. In this talk, the most recent results obtained by ANTARES for the search of neutrinos due to dark-matter annihilation in different astrophysical objects are reviewed. The perspectives for its successor, KM3NeT, already in construction, are also shown.