===New York Rangers (1996–1999)===Gretzky ended his professional playing career with the New York Rangers, where he played his final three seasons and helped the team reach the Eastern Conference Finals in 1997.
=== St. Louis Blues (1996) ===27. feburarja 1996 je Gretzky prestopil v St. Louis Bluese, v Kingse pa so kot del dogovora prestopili Patrice Tardif, Roman Vopat in Craig Johnson, ob tem pa dobili še dva izbora na naboru.