Statistically significant correlation between positions of unidentified gamma-ray sources (UGS) and the regions of star formation (RSF) is found. Fraction of UGS, coincided in position with RSF, makes up $47pm 8$%. The coincided discrete gamma-ray sources possess, on average, harder energetic spectra and larger intensities with respect to the rest UGS. Annihilation of dark matter concentrating in RSF is supposed to account for a possible origin of gamma-radiation.