Using data recorded with the ANTARES telescope from 2007 to 2015, a new search for dark matter annihilation in the Milky Way has been performed. Three halo models and five annihilation channels, View the MathML source and View the MathML source, with WIMP masses ranging from View the MathML source to View the MathML source, were considered. No excess over the expected background was found, and limits on the thermally averaged annihilation cross-section were set.