"When you guys do win - and you will win a Stanley Cup - the feeling is just over the top," Gretzky said during a lengthy interview the two did together with GQ. "You work your whole life to do that, because even at a young age you probably said, 'Connor McDavid scored in overtime, Game 7, I got the winning goal.' And if you lost you probably said, 'OK, we're going to play again.' So, you always won. But when you actually lift the Cup, it's pretty special, and you will lift it one day because you're too good."
Gretzky won four Stanley Cups during his tenure with the Oilers in the 80s, and he told McDavid multiple times during the interview that winning a championship in a hockey-crazed city like Edmonton is special.
The wide-ranging discussion touched on a variety of topics, including McDavid's path to the Oilers, which Gretzky says was much different than his journey to the NHL.
"The reality was, although there was a lot of focus on me, you were a can't-miss No. 1 pick at 16," Gretzky said. "At 16 and 17 I still had half the hockey world saying, 'Well, I'm not sure if he can play, he might be too small, might be too slow.' My path, my journey was a little different than yours because you had so much pressure."
"Your pressure came from within, having to be successful and live up to the expectations," he continued. "... Each and every year you've gotten better and delivered. I don't think people realize the pressure and microscope that guys like you and Sidney Crosby and Mario (Lemieux). When they come into the league it's a lot harder than people think."
Since drafting McDavid first overall in 2015, the Oilers have made the playoffs once, culminating in a run to Game 7 of the second round in 2017, with the 23-year-old collecting nine points across 13 games.
This season, Edmonton appeared destined to get back to the playoffs after recording 83 points through 71 games, with McDavid and fellow superstar Leon Draisaitl leading the way as the league's top two scorers when the season went on pause.