Indirect dark matter detection methods are used to observe the products of dark matter annihilations or decays originating from astrophysical objects where large amounts of dark matter are thought to accumulate. With neutrino telescopes, an excess of neutrinos is searched for in nearby dark matter reservoirs, such as the Sun and the Galactic Centre, which could potentially produce a sizeable flux of Standard Model particles. The KM3NeT infrastructure, currently under construction, comprises the ARCA and ORCA undersea Čerenkov neutrino detectors located at two different sites in the Mediterranean Sea, offshore of Italy and France, respectively. The two detector configurations are optimised for the detection of neutrinos of different energies, enabling the search for dark matter particles with masses ranging from a few GeV/c2 to hundreds of TeV/c2. In this work, searches for dark matter annihilations in the Galactic Centre and the Sun with data samples taken with the first configurations of both detectors are presented. No significant excess over the expected background was found in either of the two analyses. Limits on the velocity-averaged self-annihilation cross section of dark matter particles are computed for five different primary annihilation channels in the Galactic Centre. For the Sun, limits on the spin-dependent and spin-independent scattering cross sections of dark matter with nucleons are given for three annihilation channels.