Cosmological N-body simulations show that Milky Way–sized galaxies harbor a population of unmerged dark matter (DM) subhalos. These subhalos could shine in gamma-rays and eventually be detected in gamma-ray surveys as unidentified sources. We performed a thorough selection among unidentified Fermi-Large Area Telescope Objects (UFOs) to identify them as possible tera-electron-volt-scale DM subhalo candidates. We search for very-high-energy (E ≳ 100 GeV) gamma-ray emissions using H.E.S.S. observations toward four selected UFOs. Since no significant very-high-energy gamma-ray emission is detected in any data set of the four observed UFOs or in the combined UFO data set, strong constraints are derived on the product of the velocity-weighted annihilation cross section 〈σ v〉 by the J factor for the DM models. The 95% confidence level observed upper limits derived from combined H.E.S.S. observations reach 〈σ v〉J values of 3.7 × 10−5 and 8.1 × 10−6 GeV2 cm−2 s−1 in the W + W − and τ + τ − channels, respectively, for a 1 TeV DM mass. Focusing on thermal weakly interacting massive particles, the H.E.S.S. constraints restrict the J factors to lie in the range 6.1 × 1019–2.0 × 1021 GeV2 cm−5 and the masses to lie between 0.2 and 6 TeV in the W + W − channel. For the τ + τ − channel, the J factors lie in the range 7.0 × 1019–7.1 × 1020 GeV2 cm−5 and the masses lie between 0.2 and 0.5 TeV. Assuming model-dependent predictions from cosmological N-body simulations on the J-factor distribution for Milky Way–sized galaxies, the DM models with masses >0.3 TeV for the UFO emissions can be ruled out at high confidence level.