We study sub-GeV dark matter (DM) particles that may annihilate or decay into Standard Model particles producing an exotic injection component in the Milky Way that leaves an imprint in both photon and cosmic-ray (CR) fluxes. Specifically, the DM particles may annihilate or decay into e⁺e⁻, μ⁺μ⁻, or π⁺π⁻ and may radiate photons through their e^± products. The resulting e^± products can be directly observed in probes such as Voyager 1. Alternatively, the e^± products may produce bremsstrahlung radiation and upscatter the low-energy Galactic photon fields via the inverse Compton process, generating a broad emission from X-ray to γ-ray energies observable in experiments such as XMM-Newton. We find that we get a significant improvement in the DM annihilation and decay constraints from XMM-Newton (excluding thermally averaged cross sections of 10⁻³¹ cm³ s⁻¹ ≲ 〈σv〉 ≲ 10⁻²⁶ cm³ s⁻¹ and decay lifetimes of 10²⁶ s ≲ τ ≲ 10²⁸ s, respectively) by including best-fit CR propagation and diffusion parameters. This yields the strongest astrophysical constraints for this mass range of DM of 1 MeV to a few GeV and even surpasses cosmological bounds across a wide range of masses as well.