We construct axisymmetric mass models for dwarf spheroidal (dSph) galaxies in the Milky Way to obtain realistic limits on the non-spherical structure of their dark halos. This is motivated by the fact that the observed luminous parts of the dSphs are actually non-spherical and cold dark matter models predict non-spherical virialized dark halos on sub-galactic scales. Applying these models to line-of-sight velocity dispersion profiles along three position angles in six Galactic satellites, we find that the best fitting cases for most of the dSphs yield not spherical but oblate and flattened dark halos. We also find that the mass of the dSphs enclosed within inner 300 pc varies depending on their total luminosities, contrary to the conclusion of previous spherical models. This suggests the importance of considering non-spherical shapes of dark halos in dSph mass models.