Lemieux left the NHL in 2003 and briefly joined EV Zug of the Swiss Nationalliga A before retiring as a player.

Lemieux returned to the NHL with the San Jose Sharks for the 2008–2009 season, but retired again after that year.

His son Brendan Lemieux is also a former NHL player, and currently plays for HC Davos of the National League in Switzerland.

Completing the postseason with 13 goals, he also won the Conn Smythe Trophy that year as the playoff MVP.

Shortly before the beginning of the 1995–96 season, Lemieux was traded to the Colorado Avalanche in a three-team deal that also involved Wendel Clark and Steve Thomas.

In January 2003, the Coyotes traded him to the Dallas Stars for Scott Pellerin and a conditional draft pick.

In October 2009, Lemieux began competing as a pairs figure skater on the CBC Television reality show Battle of the Blades with Shae-Lynn Bourne.

For one of their routines, the pair skated to Lemieux's recorded version of Leonard Cohen's Hallelujah, which he sang as a duet with Kathryn Rose.

[4] After scoring two goals and six points in 14 games with Worcester, Lemieux signed a two-way contract with the San Jose Sharks on December 29, 2008.

Lemieux finished the tournament with 3 goals and 2 assists in 6 games to help Canada win its second World Junior gold medal.

His final appearance in international play came when he was selected to the Team Canada roster for the 1996 World Cup of Hockey.

Unhappy with his actions, the NHL suspended him for two games, which caused an outcry from some fans who felt he deserved a harsher penalty.

Red Wings player Dino Ciccarelli said after the series, "I can't believe I shook this guy's friggin' hand after the game.

In the next regular season game between the teams, Lemieux switched sides on the opening face-off to line up across from McCarty, resulting in another fight at puck drop.