In this review statistical issues appearing in astrophysical searches for particle dark matter, i.e. indirect detection (dark matter annihilating into standard model particles) or direct detection (dark matter particles scattering in deep underground detectors) are discussed. One particular aspect of these searches is the presence of very large uncertainties in nuisance parameters (astrophysical factors) that are degenerate with parameters of interest (mass and annihilation/decay cross sections for the particles). The likelihood approach has become the most powerful tool, offering at least one well motivated method for incorporation of nuisance parameters and increasing the sensitivity of experiments by allowing a combination of targets superior to the more traditional data stacking. Other statistical challenges appearing in astrophysical searches are to large extent similar to any new physics search, for example at colliders, a prime example being the calculation of trial factors. Frequentist methods prevail for hypothesis testing and interval estimation, Bayesian methods are used for assessment of nuisance parameters and parameter estimation in complex parameter spaces. The basic statistical concepts will be exposed, illustrated with concrete examples from experimental searches and caveats will be pointed out.