  PHENIX has measured direct photons in p+p and Au+Au collisions at
sqrt{s_{NN}}=200 GeV. The p+p measurement is in good agreement with pQCD
expectations. The nuclear modification factor in Au+Au is found to be
consistent with unity for all centralities, and is compared to theoretical
models. The data are found in agreement with models that take into account
initial state modifications, as well as with those that account also for final
state modifications.
