  The distribution of dark matter in the Galaxy, according to state-of-the-art
simulations, shows not only a smooth halo component but also a rich
substructure where a hierarchy of dark matter subhalos of different masses is
found. We present a search for potential dark matter subhalos in our Galaxy
exploiting the high (HE, 100 MeV -- 100 GeV) and very-high-energy (VHE, >100
GeV) gamma-ray bands. We assume a scenario where the dark matter is composed of
weakly interacting massive particles of mass over 100 GeV, and is capable of
self-annihilation into standard model products. Under such a hypothesis, most
of the photons created by the annihilation of dark matter particles are
predicted to lay in the HE gamma-ray band, where the Fermi-Large Area Telescope
is the most sensitive instrument to date. However, the distinctive spectral
cut-off located at the dark matter particle mass is expected in the VHE
gamma-ray band, thus making imaging atmospheric Cherenkov telescopes like
VERITAS the best suited instruments for follow-up observations and the
characterization of a potential dark matter signature. We report on the ongoing
VERITAS program to hunt for these dark matter subhalos, particularly focusing
on two promising dark matter subhalo candidates selected among the Fermi-LAT
Second Source Catalog unassociated high-energy gamma-ray sources.
