The Standard Model of particle physics is an extremely successful theory checked to very high precision. Its last prediction, the Higgs boson, was discovered in 2012. Yet we know now that it is not complete. The main reason to believe so is the observation of several phenomena that cannot be explained by the Standard Model: Neutrino masses, Dark Matter, Matter-antimatter asymmetry of the Universe. We concentrate on the problem of Dark Matter (DM), the other problems are used as a source of motivation for the models of DM. We present the evidence for the existence of DM, briefly describe what is known about possible properties of DM particle and give examples of candidates. We discuss in details the scenario of self-interacting DM and obtain...