Astronomy Picture of the Day . ... 2MASS , NASA Explanation: What is the closest galaxy to the Milky Way? The new answer to this old question is the Canis Major dwarf galaxy . ... The labeled illustration above shows the location of the newly discovered Canis Major dwarf and its associated tidal stream of material in relation to our Milky Way Galaxy. The Canis Major dwarf and other satellite galaxies are slowly being gravitationally ripped apart as they travel around and through our Galaxy. ...