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