His last NHL game in Canada was on April 15, 1999, a 2–2 tie with the Ottawa Senators, the Rangers' second-to-last game of the season.
Prvič v karieri Gretzky ni bil kapetan kluba ali pomočnik kapetana, čeprav je krajši čas opravljal vlogo kapetana, ko se je stalni kapetan Brian Leetch poškodoval.