After he struggled in that role, the Dodgers converted Gagné from a starter to a reliever, where for three years (2002–2004) he was statistically the most outstanding closer in the league, winning the Cy Young Award in 2003.

The Dodgers did not re-sign him after 2006, and Gagné started the 2007 season with the Texas Rangers, where he briefly enjoyed success again as a closer.

In December 2007, days after signing a contract for 2008 with the Milwaukee Brewers, he was linked to baseball's steroids scandal after he was named in the Mitchell Report.

Gagne then pitched in the minor leagues but missed the entire 1997 season due to Tommy John surgery.

[5] He made his MLB debut on September 7, when he started a game for the Dodgers against the Florida Marlins, working six shutout innings and striking out eight.

In the All-Star Game he served up a two-run homer to Alfonso Soriano in the fifth, allowing the AL to cut the NL lead to 4–2.

In addition to his 55 saves, Gagné finished the 2003 season with a 1.20 earned run average and had 137 strikeouts and 20 walks in 82+1⁄3 innings pitched.

Gagné threw three shutout innings during his first appearance in the playoffs that year, but the Dodgers lost the division series 3–1 to the St. Louis Cardinals.

On June 21, 2005, it was announced that Gagné would undergo season-ending Tommy John surgery to repair a sprained ligament in his right elbow.

[16] Recovery would take a year or more; furthermore, a return to major league pitching after a second Tommy John operation (Gagné's first was in 1997) is nearly unheard of, having since been achieved by another Dodger reliever, the Taiwanese left-hander Hong-Chih Kuo.

However, as surgeons began to operate, they discovered instead a nerve entrapped by scar tissue and were able to release it with a less invasive procedure.

[18] After some encouraging outings in early spring training, pain in Gagné's pitching elbow forced him to undergo a second surgery, this time to remove entirely the nerve that doctors had previously attempted to stabilize.

[20] He made two appearances for the Dodgers, pitching two scoreless innings and earning one save, but pain from the nerve in his elbow recurred, and he returned to the disabled list on June 12.

[25] Gagné started to make his recovery by tossing in three minor league games, two of them on consecutive days, allowing a home run and having one loss.

On July 31, 2007, Gagné was traded to the Boston Red Sox for pitcher Kason Gabbard and minor league outfielders David Murphy and Engel Beltré.

In his first 15 appearances, Gagné allowed 14 earned runs in 14 innings (a 9.00 ERA) with three blown saves and an opponent batting average of over .350.

On May 11, Brewers manager Ned Yost announced Gagné would be removed from the closer's role for a while after three blown saves in six attempts.

After Gagné's return, his struggles continued out of the bullpen, however, and he eventually lost his set-up job to Guillermo Mota.

Gagné finished 2008 with his worst full season in the major leagues: 10 saves in 17 opportunities, an ERA of 5.41, and 38 strikeouts in 46 innings.

[40] He had been highly praised by Capitales manager Michel Laplante for his hard work and mentorship of other pitchers and hitters on the team.

On February 18, 2010, Gagné agreed to a minor league contract with the Los Angeles Dodgers with an invite to spring training.

[42] Gagné made three Spring training appearances with the Dodgers, allowing six runs on eight hits in 2+2⁄3 innings, for a 20.25 ERA.

[43] After appearing in just one minor league intrasquad game after his demotion, on March 21, Gagné asked for and was granted his release from the Dodgers, with the hope that he could find another opportunity with another team.

[45] On August 28, 2015, six years after his last presence in professional baseball, Gagné participated in a game with the Trois-Rivières Aigles (of which is a co-owner) of the independent Can-Am League as a starting pitcher.

Gagné recorded 2 strikeouts in 4+1⁄3 innings, allowing only 1 run and two hits but gave up 5 walks to the opposite team, the Quebec Capitales, in a 5–3 win for the Aigles.

[49] On January 14, 2017, it was reported that Gagne, along with retired pitcher Ryan Dempster, would be joining the Team Canada pitching staff for the 2017 World Baseball Classic.

[51] After working out with the Dodgers during spring training and pitching in the WBC, he signed a contract with the independent Long Island Ducks of the Atlantic League of Professional Baseball.

[4] In a February 2010 interview with the Los Angeles Times, Gagné admitted that he had used HGH, saying that it was to recover from a knee injury.

Sportswriter Dan Habib wrote: Most closers depend on one pitch that becomes synonymous with their success: Trevor Hoffman's changeup, Mariano Rivera's cut fastball.

The fastball is straight gas ... but the changeup is a devious thing, a bowling ball rolled off a picnic table.