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We consider two nested billiards in $\mathbb R^d$, $d\geq3$, with $C^2$-smooth strictly convex boundaries. We prove that if the corresponding actions by reflections on the space of oriented lines commute, then the billiards are confocal ellipsoids. This together with the previous analogous result of the author in two dimensions solves completely the Commuting Billiard Conjecture due to Sergei Tabachnikov. The main result is deduced from the classical theorem due to Marcel Berger saying that in higher dimensions only quadrics may have caustics. We also prove versions of Berger's theorem and the main result for billiards in spaces of constant curvature: space forms., Comment: 21 pages. The main result on commuting billiards and Berger's result on caustics are extended to billiards in spaces of constant curvature