Summary: Physical process version of the first law of black hole thermodynamics in Einstein-Maxwell dark matter gravity was derived. The dark matter sector is mimicked by the additional U(1)-gauge field coupled to the ordinary Maxwell one. By considering any cross section of the black hole event horizon to the future of the bifurcation surface, the equilibrium state version of the first law of black hole mechanics was achieved. The considerations were generalized to the case of Einstein-Yang-Mills dark matter gravity theory. The main conclusion is that the influence of dark matter is crucial in the formation process of black objects. This fact may constitute the explanation of the recent observations of the enormous mass of the super luminous quasars formed in a relatively short time after Big Bang. We also pay attention to the compact binaries thermodynamics, when dark matter sector enters the game.