  Dark matter (DM) annihilations in the Galaxy may produce high energy
neutrinos, which can be detected by the neutrino telescopes, for example
IceCube, ANTARES and Super-Kamiokande. The neutrinos can also arise from
hadronic interaction between cosmic ray and atmosphere around the Earth, known
as atmospheric neutrino. Current measurements on neutrino flux is consistent
with theoretical prediction of atmospheric neutrino within the uncertainties.
In this paper, by requiring that the DM annihilation neutrino flux is less than
the current measurements, we obtain an upper bound on the cross section of dark
matter annihilation $ < {\sigma v} >$. Compared with previous investigations,
we improve the bound by including DM substructure contributions. In our paper,
two kinds of substructure effects are scrutinized. One is the substructure
average contribution over all directions. The other is point source effect by
single massive sub-halo. We found that the former can improve the bound by
several times, while the latter can improve the bound by $ 10^1 \sim 10^4$
utilizing the excellent angular resolution of neutrino telescope IceCube. The
exact improvement depends on the DM profile and the sub-halo concentration
model. In some model, IceCube can achieve the sensitivity of $ < {\sigma v} >
\sim 10^{- 26} cm^3 s^{- 1} $.
