Non-baryonic dark matter is understood to constitute approximately 27% of the universe's total energy density. Despite its substantial contribution to the cosmic energy budget, its negligible non-gravitational interactions make it extremely challenging to detect. This thesis focuses on potential signals of dark matter in both the electromagnetic spectrum, in particular gamma rays, and in the form of gravitational waves. We focus on predicting the potential observational signals of dark matter, including its particle annihilation in dwarf galaxies, and in the effects of gravitational lensing. More specifically, we evaluate the sensitivity of the proposed Advanced Particle-astrophysics Telescope (APT) to dark matter in dwarf galaxies, finding that such an instrument would be capable of constraining thermal relics with masses as large as mX ~600 GeV. Moreover, if the Galactic Center gamma-ray excess is generated by dark matter annihilation, we predict that APT would detect several dwarf galaxies with high significance. Such observations could be used to test the predicted proportionality between the gamma-ray fluxes and J-factors of individual dwarf galaxies, providing us with an unambiguous test of the origin of the Galactic Center Excess. In addition to studying gamma ray from dwarf galaxies, we also discuss a recently discovered gamma-ray signal surrounding pulsars, TeV halos, which are produced through the inverse Compton scattering of very high energy electrons and positrons. Such TeV halos are responsible for a large fraction of the Milky Way's TeV-scale gamma-ray emission. We calculate the gamma-ray spectrum from the population of TeV halos located within the Andromeda Galaxy, predicting a signal that is expected to be detectable by the Cherenkov Telescope Array (CTA). We also calculate the contribution from TeV halos to the isotropic gamma-ray background (IGRB), finding that these sources should contribute significantly to this flux at the highest measured energies, constituting up to ~20% of the signal observed above ~0.1 TeV. Lastly, we propose a novel method using strong gravitational lensing of gravitational wave sources to probe the gravitational effects of dark matter. In particular, the strong lensing event rate and the time delay distribution of multiply-imaged gravitational-wave binary coalescence events can be used to constrain the mass distribution of the dark matter halo lenses by measuring the characteristic velocity dispersion, sigma*, of the massive elliptical galaxy whose mass is dominated by dark matter. We calculate the strong lensing event rate for a range of second (2G) and third-generation (3G) detectors, including Advanced LIGO/Virgo, A+, Einstein Telescope (ET), and Cosmic Explorer (CE). For 3G detectors, we find that ~0.1% of observed events are expected to be strongly lensed. We predict the detection of ~1 lensing pair per year with A+, and ~50 pairs per year with ET/CE. These rates are highly sensitive to sigma*, implying that observations of the rates will be a sensitive probe of lens properties. We explore using the time delay distribution between multiply-imaged gravitational-wave sources to constrain properties of the lenses. We find that 3G detectors would constrain sigma* to ~21% after 5 years.