Short-lived mediators are often used to describe dark matter interactions with Standard Model particles. When the dark matter mass is heavier than the mass of the mediator, it may self-annihilate into short-lived mediators, and in some cases this might be the dominant annihilation channel. This scenario is known as secluded dark matter. We use Fermi-LAT observations of dwarf spheroidal galaxies, H.E.S.S. data from the Galactic center, and Planck measurements of the Cosmic Microwave Background to constrain secluded dark matter. We explore the interplay between these experiments and we assess the impact of the mediator mass on our bounds, an often overlooked yet very important point. In particular, we exclude pair -annihilation cross-sections greater or on the order of σ v ∼ 4 × 10-27 cm3/s for dark matter masses around 10 GeV and greater or on the order of σ v ∼ × 10-25 cm3/s for dark matter masses around a TeV . Our findings supersede previous constraints which use Fermi-LAT data, and constitute the first limits on secluded dark sectors using the H.E.S.S. telescope. We also show that one can fit TeV gamma-ray observations from H.E.S.S. with secluded dark matter annihilations, with the mediator mass impacting the best-fit dark matter particle mass. Our findings indicate that any assessment of secluded dark sectors in the context of indirect detection significantly depends on the choice of the mediator mass.