Messier said Wednesday night he has made no decision but "I would probably say I'm leaning toward not playing, if you had to pick one or the other."
The 43-year-old star has played in the National Hockey League 25 years. He was a member of six Stanley Cup championship teams and played in 15 All-Star games.
Messier, who has 1,887 points, second only to his retired longtime teammate Wayne Gretzky, was cheered throughout Wednesday night's 4-3 loss to Buffalo at Madison Square Garden. It was possibly his last game there.
Afterward, Buffalo players stayed on the ice and saluted him from the blue line and Messier held a news conference.
"I feel good about what I accomplished as a player," he said. "I feel good about what I stood for as a player. If it is time to retire, I can walk away feeling good about the 25 years I spent playing this game."