Sgr A^* at the Galactic Center is a puzzling source. It has a mass M=(2.5+/-0.4)*10^6M_o which makes it an excellent black hole candidate. Observations of stellar winds and other gas flows in its vicinity suggest a mass accretion rate \dot M\gsim few*10^-6\msun yr^-1. However, such an accretion rate would imply a luminosity > 10^40 erg s^-1 if the radiative efficiency is the usual 10%, whereas observations indicate a bolometric luminosity <10^37 erg s^-1. The spectrum of Sgr A^* is unusual, with emission extending over many decades of wavelength. We present a model of Sgr A^* which is based on a two-temperature optically-thin advection-dominated accretion flow. The model is consistent with the estimated M and \dot M, and it fits the observed fluxes in the radio and X-ray bands as well as measured upper limits in the sub-millimeter and infrared bands. The model explains the very low luminosity of Sgr A^* by invoking advection. Most of the viscously dissipated energy is carried into the central star by the accreting gas, and therefore the radiative efficiency is extremely low, ~5*10^-6. A critical element of the model is the presence of an event horizon at the center. The success of the model may thus be viewed as confirmation that Sgr A^* is a black hole.