  We consider various possible scenarios to explain the recent observation of a
claimed broad H$\alpha$ absorption in our Galactic halo with peak optical depth
$\tau \simeq 0.01$ and equivalent width $W \simeq 0.17 \, \rm \AA$. We show
that the absorbed feature cannot arise from the circumgalactic and ISM
H$\alpha$ absorption. As the observed absorption feature is quite broad
$\Delta\lambda \simeq 30 \, \rm \AA$, we also consider CNO lines that lie close
to H$\alpha$ as possible alternatives to explain the feature. We show such
lines could also not account for the observed feature. Instead, we suggest that
it can arise from diffuse interstellar bands (DIBs) carriers or polyaromatic
hydrocarbons (PAHs) absorption. While we identify several such lines close to
the H$\alpha$ transition, we are unable to determine the molecule responsible
for the observed feature, partly because of selection effects that prevents us
from identifying DIBs/PAHs features close to H$\alpha$ using local
observations. Deep integration on a few extragalactic sources with high
spectral resolution might allow us to distinguish between different possible
explanations.
