Observations of the Sagittarius dwarf spheroidal (Sgr dSph) galaxy were carried out with the HESS array of four imaging air Cherenkov telescopes in June 2006. A total of 11 h of high quality data are available after data selection. There is no evidence for a very high energy γ-ray signal above the energy threshold at the target position. A 95% CL flux limit of 3.6×10-12 cm-2 s-1 above 250 GeV has been derived. Constraints on the velocity-weighted cross-section <σv> are calculated in the framework of dark matter particle annihilation using realistic models for the dark matter halo profile of Sagittarius dwarf galaxy. Two different models have been investigated encompassing a large class of halo types. A 95% CL exclusion limit on <σv> of the order of 2×10-25 cm-2 s-1 is obtained for a core profile in the 100 GeV–1 TeV neutralino mass range.

