Quenneville then moved to the St. Louis Blues franchise, becoming head coach midway through the next season after Mike Keenan was fired.

In Quenneville's 2004 season with the Blues, the team started poorly and late in the year was in danger of missing the playoffs for the first time in a quarter century.

Quenneville was hired as head coach by Avalanche in June 2004, before the 2004–05 NHL lockout resulted in the season's cancellation.

On October 26, 2021, an independent investigation into how the Blackhawks responded to claims that former video coach Brad Aldrich sexually assaulted prospect Kyle Beach during the 2010 Stanley Cup playoffs revealed that Quenneville, as well as several members of the Blackhawks' senior leadership team, opted to defer any action on Aldrich until after the Stanley Cup Finals.

Three weeks after the allegations were raised, Aldrich was forced to resign by HR and Legal after opting not to comply with their investigation and subsequently pleaded guilty to assaulting a player at a Michigan high school where he was a volunteer coach.

[12] Quenneville had previously claimed he had no knowledge that Aldrich sexually assaulted anyone before Beach and the high school player sued the Blackhawks,[13] but multiple witnesses stated that he was called into a meeting to discuss the Aldrich matter shortly after the Blackhawks defeated the Sharks to advance to the 2010 Stanley Cup Finals.

[14] Multiple people in the meeting claimed that the matter discussed did not directly involve sexual assault and then-CEO John McDonough in the meeting committed to getting more information and handling the matter while directing Quenneville and the rest of senior management to keep their focus on the upcoming Stanley Cup Finals.

[15] On October 27, 2021, Quenneville was summoned to a meeting the following day with NHL Commissioner Gary Bettman to discuss his role in the incident.

[18] On July 1, 2024, nearly three years after his abrupt resignation from the Panthers due to the Blackhawks scandal, Quenneville was reinstated by the NHL (along with Stan Bowman and Al MacIsaac) to seek future employment within the league.

After working in the U.S. for over 30 years, Quenneville passed the USCIS naturalization test required to become a United States citizen on May 24, 2011, and now has dual citizenship.

[20] Quenneville was hospitalized and reported as being "in stable condition after 'severe discomfort' of a non-cardiac nature" on February 16, 2011, resulting in him missing a home game versus the Minnesota Wild that night.

[21] After a conversation with the coach, Kelly Chase reported that Quenneville had suffered from internal bleeding, the cause of which was yet to be discovered, but that he was in high spirits and intended to be behind the bench for the Blackhawks next game on February 18.

[22] It was announced on February 18, that the problem had been a small ulcer caused by aspirin, a drug known to have the potential for gastrointestinal side effects.