A model of the propagation of cosmic rays in the Galaxy explaining their spectrum shape, including the knee in the energy range E sim 10¹⁴—10¹⁷ eV, is proposed. In contrast to the generally accepted models, this model takes into account the presence in the Galaxy of numerous stellar winds (SW), ionized hydrogen regions (H II), and supernova remnants (SNR), where the physical characteristics of the gas and magnetic field are different from the characteristics of the gas and magnetic field in the interstellar medium. It is shown that these regions influence the propagation of cosmic rays in the Galaxy, since they are scattering centres and magnetic traps charged particles. As follows from our calculations, the collision time between the cosmic rays and SW, H II regions, and SNR is much smaller than the lifetime of cosmic rays in standard models which take into account only the nuclear interaction of particles with the interstellar gas. The spectrum of cosmic rays and their energy change due to their interaction with these regions. The calculations also indicate that the cosmic rays lose a significant part of their energy when interacting with these regions. These losses are not less then the losses through the nuclear interaction of the particles with the interstellar gas, and therefore they should be taken into account in the models of the propagation of cosmic rays in the Galaxy.