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No, we have observations that are consistent with the existence of matter that does interact gravitationally with regular matter, but does not appear to interact with light or electromagnetic forces. It’s not like any matter we know about, other than the fact that it seems to have gravity.
General relativity works really well to explain matter in the solar system. Bigger than that, you have to use something else. The general consensus is that dark matter exists, but it’s not strictly proven, as there are alternative theories.
Then, even bigger than that, dark matter alone isn’t enough, you need dark energy to explain some observations, if you assume that cosmological constants are constant. If it turns out that they’re not truly universally constant, we might need to modify some theories (including the proposed existence of dark matter and dark energy).