We construct the first comprehensive dynamical model for the high-quality subset of stellar kinematics of the Milky Way disc, with full 6D phase-space coordinates, provided by the Gaia Data Release 2. We adopt an axisymmetric approximation and use an updated Jeans Anisotropic Modelling method, which allows for a generic shape and radial orientation of the velocity ellipsoid, as indicated by the Gaia data, to fit the mean velocities and all three components of the intrinsic velocity dispersion tensor. The Milky Way is the first galaxy for which all intrinsic phase space coordinates are available, and the kinematics are superior to the best integral-field kinematics of external galaxies. This situation removes the long-standing dynamical degeneracies and makes this the first dynamical model highly over-constrained by the kinematics. For these reasons, our ability to fit the data provides a fundamental test for both galaxy dynamics and the mass distribution in the Milky Way disc. We tightly constrain the average total density logarithmic slope, in the radial range 3.6-12 kpc, to be α tot = −2.149 ± 0.055 and find that the dark halo slope must be significantly steeper than α DM = −1 (NFW). The dark halo shape is close to spherical and its density is ρ DM (R ) = 0.0115 ± 0.0020 M pc −3 (0.437 ± 0.076 GeV cm −3 ), in agreement with previous estimates. The circular velocity at the solar position v circ R = 236.5 ± 3.1 km s −1 (including systematics) and its radial trends are also consistent with recent determinations.