Wayne Gretzky's last NHL game in Canada was on April 16, 1999, in a 2–2 tie with the Ottawa Senators, and his final game was a 2–1 overtime loss to the Pittsburgh Penguins which had Jaromir Jagr, the future Ranger captain, scoring the game-winning goal on April 18, 1999, at Madison Square Garden. The national anthems in that game were adjusted to accommodate Gretzky's departure. In place of "O Canada, we stand on guard for thee," Bryan Adams sang "We're going to miss you Wayne Gretzky." "The Star-Spangled Banner," sung by John Amirante, was changed from "the land of the free" to "the land of Wayne Gretzky." He scored his final point in this game, assisting on the lone New York goal scored by Brian Leetch. Gretzky was named as the first, second and third star of both games; only Maurice Richard had such an honour previously.
At the time of his retirement, Gretzky was the second-to-last former WHA player still active in professional hockey, Mark Messier being the last. Messier, himself a former Ranger, along with other representatives of the great Edmonton Oilers dynasty of the 1980s, attended the game. Gretzky's final game was considered a "national retirement party" in Canada, and Bryan Adams's rendition of "O Canada" was like a "lullaby." As the final seconds ticked away, the crowd at Madison Square Garden gave him a standing ovation, capping off "an entirely satisfying, weekend-long going-away party" in Canada, as there would be "No Regretzkys."
Gretzky told Scott Morrison that the final game of his career was his greatest day. He recounted:
My last game in New York was my greatest day in hockey...Everything you enjoy about the sport of hockey as a kid, driving to practice with mom [Phyllis] and dad [Walter], driving to the game with mom and dad, looking in the stands and seeing your mom and dad and your friends, that all came together in that last game in New York.