We analyze the possibility that the cosmic ray knee appears at an energy threshold where the proton–dark matter cross section becomes large due to new TeV physics . It has been shown that such interactions could break the proton and produce a diffuse gamma ray flux consistent with MILAGRO observations . We argue that this hypothesis implies knees that scale with the atomic mass for the different nuclei , as KASKADE data seem to indicate . We find that to explain the change in the spectral index in the flux from E ^ { -2.7 } to E ^ { -3.1 } the cross section must grow like E ^ { 0.4 + \beta } above the knee , where \beta = 0.3 –0.6 parametrizes the energy dependence of the age ( \tau \propto E ^ { - \beta } ) of the cosmic rays reaching the Earth . The hypothesis also requires mbarn cross sections ( that could be modelled with TeV gravity ) and large densities of dark matter ( that could be clumped around the sources of cosmic rays ) . We argue that neutrinos would also exhibit a threshold at E = ( m _ { \chi } / m _ { p } ) E _ { knee } \approx 10 ^ { 8 } GeV where their interaction with a nucleon becomes strong . Therefore , the observation at ICECUBE or ANITA of standard neutrino events above this threshold would disprove the scenario .