The first NHL licensed game to be on the PSP, Gretzky NHL not only has all 30 teams along with players and arenas, it also feature its minor league equivalent, AHL (American Hockey League) as well as 400 of its top players and the ability to put them into the major league teams.

The game contains the standard game modes, Exhibition, Season mode (with the ability to be team owner), Quick Game, Network Mode (where players can compete head-to-head wireless) and the Gretzky Challenge (where plays as Wayne Gretzky in a series of mini-games throughout his years as a Ranger, Oiler and King, at which winning them would be unlockable for the game).