Is energy always conserved?

Really? It's really hard to believe. This is not just like the aproximation 0.5mv^2=mgh. The conservation of energy is also used at quantum level which I don't consider "human level". If we are asuming that energy is not converved at the greatest level, why is it conserved at quantum level? It's really hard to think about it. If science proves it I will trust it but for the momment I see more logical to think that the energy of the light is being transfered to something that we don't know yet, perhaps dark matter, who knows

Is that also possible or science has already proof that energy is not conserved and now it's a Theory?