We discuss the limitations to the use of the effective field theory approach to study dark matter at the LHC. We introduce and study a few quantities, some of them independent of the ultraviolet completion of the dark matter theory, which quantify the error made when using effective operators to describe processes with very high momentum transfer. Our criteria indicate up to what cutoff energy scale, and with what precision, the effective description is valid, depending on the dark matter mass and couplings.