  Direct photon yield measured in p+p and d+Au collisions at \sqrt{s} = 200 GeV
with the PHENIX experiment is presented and compared to pQCD predictions. In
the case of p+p collisions both the inclusive and isolated direct photon
production cross-sections are measured. Relative contribution of isolated
direct photons is somewhat below but still agree within errors with pQCD
predictions. In the case of d+Au collisions no modifications due to presence of
cold matter are found within errors.
