Abstract: Observations with the Fermi Large Area Telescope (LAT) indicate an excess in gamma rays originating from the center of our Galaxy. A possible explanation for this excess is the annihilation of Dark Matter particles. We have investigated the annihilation of neutralinos as Dark Matter candidates within the phenomenological Minimal Supersymmetric Standard Model (pMSSM). An iterative particle filter approach was used to search for solutions within the pMSSM. We found solutions that are consistent with astroparticle physics and collider experiments, and provide a fit to the energy spectrum of the excess. The neutralino is a Bino/Higgsino or Bino/Wino/Higgsino mixture with a mass in the range 84-92 GeV or 87-97 GeV annihilating into W bosons. A third solutions is found for a neutralino of mass 174-187 GeV annihilating into top quarks. The best solutions yield a Dark Matter relic density 0.06 < Omega h(2) < 0.13. These pMSSM solutions make clear forecasts for LHC, direct and indirect DM detection experiments. If the pMSSM explanation of the excess seen by Fermi-LAT is correct, a DM signal might be discovered soon.