The vector $U$-bosons, or so called 'dark photons', are one of the possible candidates for the dark matter mediators. We present a procedure to derive theoretical constraints on the upper limit of kinetic mixing parameter $\epsilon^2(M_U)$ from heavy-ion as well as $p+p$ and $p+A$ dilepton data from SIS to LHC energies. Our study is based on the microscopic Parton-Hadron-String Dynamics (PHSD) transport approach which reproduces the measured dilepton spectra in $p+p$, $p+A$ and $A+A$ collisions well. In addition to the different dilepton channels originating from interactions and decays of ordinary Standard Model matter particles (mesons and baryons), we incorporate in the PHSD the decay of hypothetical $U$-bosons to dileptons, $U \to e^+ e^-$, where the $U$-bosons themselves are produced by the Dalitz decay of pions, $\eta$-mesons, Delta resonances as well as by vector meson and $K^+$ decays. This analysis provides the upper limit on the $\epsilon^2(M_U)$ and can also help to estimate the requested accuracy for future experimental searches of 'light' dark photons by dilepton experiments.