We share the most up-to-date, carefully verified list of classical Cepheids residing in the Galaxy. Based on long-term OGLE experience in the field of variable stars, we have inspected candidates for Cepheids from surveys such as ASAS, ASAS-SN, ATLAS, Gaia, NSVS, VVV, WISE, ZTF, among others, and also known sources from the General Catalogue of Variable Stars. Only objects confirmed in the optical range as classical Cepheids are included in the list. We provide Gaia EDR3 identifications of the stars. Purity of the sample exceeds 97 per cent, while its completeness is of about 88 per cent down to a magnitude G = 18. The list contains 3352 classical Cepheids, of which 2140 stars are fundamental-mode pulsators. Basic statistics and comparison between the classical Cepheids from the Milky Way, Andromeda Galaxy (M31), and Magellanic Clouds are provided. The list is available at the OGLE Internet Data Archive.