  We analyze the possibility that the cosmic ray knee appears at an energy
threshold where the proton-dark matter cross section becomes large due to new
TeV physics. It has been shown that such interactions could break the proton
and produce a diffuse gamma ray flux consistent with MILAGRO observations. We
argue that this hypothesis implies knees that scale with the atomic mass for
the different nuclei, as KASKADE data seem to indicate. We find that to explain
the change in the spectral index in the flux from E^{-2.7} to E^{-3.1} the
cross section must grow like E^{0.4+\beta} above the knee, where \beta=0.3-0.6
parametrizes the energy dependence of the age (\tau \propto E^{-\beta}) of the
cosmic rays reaching the Earth. The hypothesis also requires mbarn cross
sections (that could be modelled with TeV gravity) and large densities of dark
matter (that could be clumped around the sources of cosmic rays). We argue that
neutrinos would also exhibit a threshold at E=(m_\chi/m_p)E_{knee}\approx 10^8
GeV where their interaction with a nucleon becomes strong. Therefore, the
observation at ICECUBE or ANITA of standard neutrino events above this
threshold would disprove the scenario.
