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We derive constraints on the parameters of the radiatively decaying dark matter (DM) particle, using the XMM-Newton EPIC spectra of the Andromeda galaxy (M31). Using the observations of the outer (5-13 arcmin) parts of M31, we improve the existing constraints. For the case of sterile neutrino DM, combining our constraints with the latest computation of abundances of sterile neutrinos in the Dodelson-Widrow (DW) scenario, we obtain the lower mass limit m(s) < 4 keV, which is stronger than the previous one m(s) < 6 keV, obtained recently by Asaka, Laine & Shaposhnikov. Comparing this limit with the most recent results on Lyman alpha forest analysis of Viel et al. (m(s) > 5.6 keV), we argue that the scenario in which all the DM is produced via the DW mechanism is ruled out. We discuss, however, other production mechanisms and note that the sterile neutrino remains a viable candidate for DM, either warm or cold.