Vandals struck the statues sometime between late Monday and early Tuesday. The blue spray paint applied to the statues was quickly removed, the Canadian television network CTV reported Wednesday.
The statues, one of Gretzky holding hockey's Stanley Cup, the other depicting him as a youth and standing between his parents, stand in front of a sports center, named after Gretzky, which includes hockey rinks, swimming pools and other sports facilities.
Brantford is 56 miles from Toronto.
Police inspector Scott Easto noted, in the case of the vandalism of the group depiction, the spray paint "was just on the Wayne statue, not on the parents."
Police say they had no suspects.