This is very late, but to provide an alternative proof:
The setup for the Rauch Comparison Theorem is very wordy, but the claim follows immediately from comparison with $\mathbb{R}^m$.
Assume that $M$ is a Riemannian manifold with nonpositive sectional curvature, that $p\in M$, and that $\gamma:\left[0,T\right]\to M$ is any unit speed geodesic originating at $p$. Let $m=dim(M)$. Take any Jacobian vector field $J$ along $\gamma$ with $J(0)=0$ and $||J'(0)||>0$.
Let $\tilde\gamma(t)=(t,0,0,...,0)$ be a unit-speed geodesic in $\mathbb{R}^m$. Let $\tilde{J}$ be the Jacobian vector field along $\tilde\gamma$ satisfying $\tilde{J}(0)=0$, $\tilde{J}'(0)=(<\gamma'(0),J'(0)>,(||J'(0)||^2-<\gamma'(0),J'(0)>^2)^\frac{1}{2},0,0,...,0)$. Then $J(0)=0=\tilde{J}(0)$, $||\tilde{J}'(0)||=||J'(0)||$, and $<\tilde{\gamma}'(0),\tilde{J}'(0)>=<\gamma(0),J'(0)>$.
For all $t\in\left[0,T\right]$, $max(K(\gamma'(t),X))\leq0=min(\tilde{K}(\tilde{\gamma}'(t),\tilde{X}))$ and $dim(\mathbb{R}^m)\leq dim(M)$ so, by the Rauch Comparison Theorem, $||J(t)||\geq||\tilde{J}(t)||$ for all $t\in\left[0,T\right]$. In particular, since $\mathbb{R}^m$ has no conjugate points, $\tilde{J}'(0)\not=0$ guarantees that $||\tilde{J}||>0$ for all positive $t$, hence $||J(t)||>0$ for all positive $t$, thus $p$ has no conjugate points along $\gamma$.
Since $p$ and $\gamma$ were arbitrary, $M$ has no conjugate points.