The final game of Gretzky's career was a 2–1 overtime loss to the Pittsburgh Penguins on April 18, 1999 in Madison Square Garden. The national anthems in that game were adjusted to accommodate Gretzky's departure. In place of the lyrics "O Canada, we stand on guard for thee", Bryan Adams ad-libbed, "We're going to miss you, Wayne Gretzky"."The Star-Spangled Banner, as sung by John Amirante, was altered to include the words "in the land of Wayne Gretzky."Gretzky ended his career with an assist, assisting on the lone New York goal scored by Brian Leetch. At the time of his retirement, Gretzky was the second-to-last WHA player still active in professional hockey, Mark Messier, who himself attended the game along with other representatives of the Edmonton dynasty, being the last.
Gretzky recently 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.”
Madison Square Garden photographer George Kalinsky's image of Gretzky waving to the crowd at the Garden, like his image of Messier after the Rangers won Game 7 of the Stanley Cup Finals five years earlier, would become an iconic image to the Rangers and their fans, documenting one of the greatest moments at the Garden, and even to hockey fans.
In 2009, Gretzky was ranked No. 68 on the all-time list of New York Rangers in the book 100 Ranger Greats (John Wiley & Sons).