The New York Islanders star had been diagnosed with lung cancer.
"We understand the decision," Olympic broadcaster NBC said.
The hockey league's holiday break will begin two days earlier than originally planned. Five games set for Thursday have been postponed.
The NHL player made one of the coolest assists in recent memory against the Buffalo Sabres.
Joel Quenneville's resignation comes days after he was among those implicated for ignoring a Chicago player's assault allegations by another coach in 2010.
The pro hockey forward, who plays for the San Jose Sharks, was suspended for 21 games.
Jimmy Hayes won a national hockey championship at Boston College and played seven seasons in the NHL.
No active NHL player has come out as gay.
The Lightning beat the Montreal Canadiens 1-0 on Wednesday night to end the final in five games.
The Columbus Blue Jackets goaltender was struck in the chest by a fireworks mortar blast, according to an autopsy.