  Black hole dynamics suggests that dark matter would re-distribute near a
supermassive black hole to form a density spike. However, no direct evidence of
dark matter density spike around a supermassive black hole has been identified.
In this letter, we present the first robust evidence showing a dark matter
density spike around a supermassive black hole. We revisit the data of the
well-known supermassive black hole binary OJ 287 and show that the inclusion of
the dynamical friction due to a dark matter density spike around the
supermassive black hole can satisfactorily account for the observed orbital
decay rate. The derived spike index $\gamma_{\rm sp}=2.351^{+0.032}_{-0.045}$
gives an excellent agreement with the value $\gamma_{\rm sp}=2.333$ predicted
by the benchmark model assuming an adiabatically growing supermassive black
hole. This provides a strong verification of the canonical theory suggested two
decades ago modeling the gravitational interaction between collisionless dark
matter and supermassive black holes.
