We report the measurement of direct photons at midrapidity in Au+Au collisions at √(s(NN))=200 GeV. The direct photon signal was extracted for the transverse momentum range of 4 GeV/c<p(T)<22 GeV/c, using a statistical method to subtract decay photons from the inclusive photon sample. The direct photon nuclear modification factor R(AA) was calculated as a function of p(T) for different Au+Au collision centralities using the measured p+p direct photon spectrum and compared to theoretical predictions. R(AA) was found to be consistent with unity for all centralities over the entire measured p(T) range. Theoretical models that account for modifications of initial direct photon production due to modified parton distribution functions in Au and the different isospin composition of the nuclei predict a modest change of R(AA) from unity. They are consistent with the data. Models with compensating effects of the quark-gluon plasma on high-energy photons, such as suppression of jet-fragmentation photons and induced-photon bremsstrahlung from partons traversing the medium, are also consistent with this measurement.