The lack of molecular-level understanding for the electronic excitation response of DNA to charged particle radiation, such as high-energy protons, remains a fundamental scientific bottleneck in advancing proton and other ion beam cancer therapies. In particular, the dependence of different types of DNA damage on high-energy protons represents a significant knowledge void. Here we employ first-principles real-time time-dependent density functional theory simulation, using a massively parallel supercomputer, to unravel the quantum-mechanical details of the energy transfer from high-energy protons to DNA in water. The calculations reveal that protons deposit significantly more energy onto the DNA sugar-phosphate side chains than onto the nucleobases, and greater energy transfer is expected onto the DNA side chains than onto water. As a result of this electronic stopping process, highly energetic holes are generated on the DNA side chains as a source of oxidative damage.