Abstract The KM3NeT observatory detected the most energetic neutrino candidate ever observed, with an energy between 72 PeV and 2.6 EeV at the 90% confidence level. The observed neutrino is likely of cosmic origin. In this article, it is investigated if the neutrino could have been produced within the Milky Way. Considering the low fluxes of the Galactic diffuse emission at these energies, the lack of a nearby potential Galactic particle accelerator in the direction of the event, and the difficulty of accelerating particles to such high energies in Galactic systems, we conclude that if the event is indeed cosmic, it is most likely of extragalactic origin.