In this exploratory study, we investigate the bounds on the equation of state of dark matter. Modeling dark matter as a fluid component, we take into account both positive and negative fixed equations of state. Using CMB, supernovae Ia and large scale structure data we find constraints on the equation of state in a modified $\Lambda$CDM cosmology. We obtain $-1.50\times {10}^{-6}<w_{\mathrm{d}\mathrm{m}}<1.13\times {10}^{-6}$ if the dark matter produces no entropy and $-8.78\times {10}^{-3}<w_{\mathrm{d}\mathrm{m}}<1.86\times {10}^{-3}$ if the adiabatic sound speed vanishes, both at $3$ $\sigma$ confidence level.

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