  Numerical simulations of structure formation have recorded a remarkable
progress in the recent years, in particular due to the inclusion of baryonic
physics evolving with the dark matter component. We generate Monte Carlo
realizations of the dark matter sub-halo population based on the results of the
recent hydrodynamical simulation suite of Milky Way-sized galaxies. We then
simulate the gamma-ray sky for both the setup of the 3FGL and 2FHL Fermi Large
Area Telescope (LAT) catalogs, including the contribution from the annihilation
of dark matter in the sub-halos. We find that the flux sensitivity threshold
strongly depends on the particle dark matter mass, and more mildly also on its
annihilation channel and the observation latitude. The results differ for the
3FGL and 2FHL catalogs, given their different energy thresholds. We also
predict that the number of dark matter sub-halos among the unassociated sources
is very small. A null number of detectable sub-halos in the Fermi-LAT 3FGL
catalog would imply upper limits on the dark matter annihilation cross section
into $b\bar{b}$ of $2 \cdot 10^{-26}$ ($5 \cdot 10^{-25}$) cm$^3$/s with
$M_{\rm DM}$= 50 (1000) GeV. We find less than one extended sub-halo in the
Fermi-LAT 3FGL catalog. As a matter of fact, the differences in the spatial and
mass distribution of sub-halos between hydrodynamic and dark matter-only runs
do not have significant impact on the gamma-ray dark matter phenomenology.
