Dwarf spheroidal galaxies are dark matter dominated. Therefore, they are ideal to test any dark matter model. In this colloquium I will talk about my previous work on stellar substructures in dwarf spheroidal galaxies and how important they are to constrain dark matter models. I will also present our newly discovered stellar substructures in Sextans, Carina, Leo I, and Leo II. Finally, I will talk about my current and future work.