We study the effects of WIMP dark matter (DM) annihilations on the thermal and chemical evolution of the gaseous clouds where the first generation of stars in the Universe is formed. We follow the collapse of the gas inside a typical halo virializing at very high redshift, from well before virialization until a stage where the heating from DM annihilations exceeds the gas cooling rate. The DM energy input is estimated by inserting the energy released by DM annihilations (as predicted by an adiabatic contraction of the original DM profile) in a spherically symmetric radiative transfer scheme. In addition to the heating effects of the energy absorbed, we include its feedback upon the chemical properties of the gas, which is critical to determ...