Sterile neutrino is a well-motivated dark matter candidate. They can decay into an X-ray line, which allows them to be probed using sensitive X-ray instruments. I will briefly overview the motivation behind sterile neutrino dark matter. I will then discuss recent progresses in searching for sterile neutrinos with X-ray observations, which has gained a lot of attention due to a potential positive detection. Finally, I will talk about how we use the Gamma Ray Burst Monitor in the Fermi Gamma Ray Space telescope to constrain a corner of parameter space that is out of reach from other instruments.