  We study the Sunyaev-Zel'dovich effect potentially generated by relativistic
electrons injected from dark matter annihilation or decay in the Galaxy, and
check whether it could be observed by Planck or the Atacama Large Millimeter
Array (ALMA), or even imprint the current CMB data as, e.g., the specific
fluctuation excess claimed from an recent reanalysis of the WMAP-5 data. We
focus on high-latitude regions to avoid contamination of the Galactic
astrophysical electron foreground, and consider the annihilation or decay
coming from the smooth dark matter halo as well as from subhalos, further
extending our analysis to a generic modeling of spikes arising around
intermediate-mass black holes. We show that all these dark Galactic components
are unlikely to produce any observable Sunyaev-Zel'dovich effect. For a
self-annihilating dark matter particle of 10 GeV with canonical properties, the
largest optical depth we find is $\tau_e \lesssim 10^{-7}$ for massive isolated
subhalos hosting intermediate-mass black holes. We conclude that dark matter
annihilation or decay on the Galactic scale cannot lead to significant
Sunyaev-Zel'dovich distortions of the CMB spectrum.
