The following is a comment on the recent letter by Iocco et al. (2015, arXiv:1502.03821) where the authors claim to have found ...convincing proof of the existence of dark matter.... The letter in question presents a compilation of recent rotation curve observations for the Milky Way, together with Newtonian rotation curve estimates based on recent baryonic matter distribution measurements. A mismatch between the former and the latter is then presented as evidence for dark matter. Here we show that the reported discrepancy is the well known gravitational anomaly which consistently appears when dynamical accelerations approach the critical Milgrom acceleration a_0 = 1.2 times 10^{-10} m / s^2. Further, using a simple modified gravity force law, the baryonic models presented in Iocco et al. (2015), yield dynamics consistent with the observed rotation values.