We investigate the production of electrons and positrons in the Milky Way within the context of dark matter annihilation . Upper limits on the relevant cross-section are obtained by combining observational data at different wavelengths ( from Haslam , WMAP , and Fermi all-sky intensity maps ) with recent measurements of the electron and positron spectra in the solar neighbourhood by PAMELA , Fermi , and HESS . We consider synchrotron emission in the radio and microwave bands , as well as inverse Compton scattering and final-state radiation at gamma-ray energies . According to our results , the dark matter annihilation cross-section into electron-positron pairs should not be higher than the canonical value for a thermal relic if the mass of the dark matter candidate is smaller than a few GeV . In addition , we also derive a stringent upper limit on the inner logarithmic slope \alpha of the density profile of the Milky Way dark matter halo ( \alpha < 1 if m _ { dm } < 5 GeV , \alpha < 1.3 if m _ { dm } < 100 GeV and \alpha < 1.5 if m _ { dm } < 2 TeV ) assuming that \langle \sigma v \rangle _ { e ^ { \pm } } = 3 \times 10 ^ { -26 } cm ^ { 3 } s ^ { -1 } . A logarithmic slope steeper than \alpha \sim 1.5 is hardly compatible with a thermal relic lighter than \sim 1 TeV , regardless of the dominant annihilation channel .