The 2003/2004 season ended with him having to pull out of a World Championship match against Alan McManus while trailing 1–7, as the regular steroid injections he required in his neck caused problems with his vision. The 2004–05 season was disastrous for him, as he lost all his ranking tournament matches, and in September 2005 he announced his retirement from the game. Small then started coaching other players, but by 2009 his condition had worsened, and he had to give up coaching.