The 34-year-old added that if he doesn't return to the NHL to try to win a Stanley Cup, "I won't forgive myself for it when I get older."
For now, Kovalchuk's top priority is winning another Gagarin Cup with his KHL club, SKA St. Petersburg, but will "examine offers" from the NHL this summer.
He added that he wants to join the prestigious Triple Gold Club and win an Olympic gold medal, a World Championship gold medal, and a Stanley Cup. He won gold with OAR at PyeongChang 2018, has two World Championship gold medals, but a Stanley Cup ring still eludes him.
Kovalchuk, who last played in the NHL with the New Jersey Devils in 2012-13, has 816 points in 816 career NHL games.