"I scored a couple of goals that night,'' McDonald is recalling 35 years later, from the chairman's office at the Hockey Hall of Fame in Toronto, "But it was bad. And I mean … bad.
"I think we'd lost something like nine in a row."
"After the game, going out to the car with my mom and dad, I run into (assistant coach) Pierre Page and (head coach) Al MacNeil.
"They say hello to my parents.
"And, I'll never forget this, Al then turns to me and with this little smile, says: 'Tough night. But hang in there, kid. You never know when things will change.'
"Dopey me, I didn't put two and two together until the after the trade happened."
Arriving in Winnipeg early the next morning, ready to board the bus to the team hotel, McDonald noticed an Air Canada agent handing a note to Rockies' assistant coach Marshall Johnston.
Billy MacMillan, Colorado's coach-GM, had stayed behind in the 'Peg to tie a few things up managerially. Not an unusual occurrence.
"Marshall comes over and says: 'Lanny, I need to talk to you. You're going back to Calgary.'
"My first thought was my mom and my dad. Is everybody OK. And he says: 'No, no, you don't understand. You're going back to Calgary.' And I say: 'Yeah. OK. What for?'
"I'd been traded.
"Well, I called poor Marshall every name in the book. Names you should never call anyone.
"Because your first thought is they don't want you anymore, they think you're the problem. It doesn't dawn on you, at least for a while, that someone else does want you.
"But Rammer (Rob Ramage) and (Mike) Kitchen and the boys are standing around, looking at me like I'm certifiably insane, going: 'Lanny, just get on the plane for crying out loud …'
"Anyway, it all turned out pretty damned good."
So it did.
All the deeds long ago went down in local legend, of course: the still-standing franchise-record 66-goal campaign of '82-83; the career 500th goal; the 1,000th point just when it seemed he might be running short of time. The hours upon hours of time spent in aid of charities in this city. The smiles. The handshakes.
And, of course, that ending.
There may be endings just as good - the final fade-out of Casablanca with Bogie and Claude Rains walking off into the mist at the airport, or the final few paragraphs of author Harper Lee's To Kill a Mockingbird pop immediately to mind.
But this one …
"It was,'' agrees the now 63-year-old man who authored it, lived it, "perfection."
On this, the NHL's all-star weekend, then, what better time to step back and reflect on the Flames franchise's most enduring star.
Not its greatest-ever player, mind you. But surely its greatest ambassador. Its most beloved figure. Its shining example.
The man who brokered the deal of Nov. 25, 1981 that brought McDonald here, Trader Cliff Fletcher, has no doubt of where it ranks among the litany of transactions he swung over a Hall-of-Fame managerial career.
"Of all the trades I made through the years,'' he is saying, from his home in the Phoenix area, "that one had the biggest impact."
This, remember, is the guy who uttered the phrase "Let's make a deal" more often than game-show host Monty Hall; who brought, among others, Joe Mullen, Brad McCrimmon, John Tonelli and Doug Gilmour to the Saddledome.
"I knew,'' says Fletcher, now a spry 81, "that Colorado wanted to make changes to the core of their team and I knew we wanted Lanny but I was never really sure it was going to happen.
"I'd been very close to getting him when he was in Toronto. That deal kind of fell apart at the end when Lanny had the audacity to go out and score three goals in two games.
"Then Toronto backed off.
"From a Calgary perspective, we were looking 180 miles up the road at this juggernaut unfolding in Edmonton, at this great young team that looked like it was going to get nothing but better and better.
"How the hell were we going to compete?
"We gave up Billy's brother Bobby, who'd had a couple top-notch years with us, and Don Lever. Good hockey players.
"But Lanny coming home to Calgary brought instant credibility to a franchise that desperately needed it in view of the challenges that were going to be imposed upon us by the team up north.
"The minute - no, the second - he walked into our dressing room, things changed."
McDonald was already a proven commodity, finding notoriety during his seasons as Darryl Sittler's sidekick with the Maple Leafs - three consecutive seasons of 40 goals or more. Then he got stuck in the goofy sideshow that became known as Rockie Hockey.
After the trade, the connection between community and individual fused at warp speed.
"Why did things work out so well, so fast?'' repeats McDonald. "Well, lots of reasons, I think. The team was new, only in Year Two. So people in Calgary were super excited about the Flames, just having the NHL in town.
"Then there was that long-lost-son-comes-home kinda deal at play.
"I was involved shortly after getting back in the Children's Miracle Network Telethon, the Special Olympics.
"You do things that tie you into the community. They weren't done for that reason, they were done because you wanted to help make a difference.
"I think people really appreciated that. Hopefully, they appreciated the way I played, too. I loved to score goals, yeah, but I also loved to run over a few guys."
And there was, naturally, that moustache, already a trademark, that had been inspired by long-time, Cy Young Award-winning Major League Baseball relief pitcher Sparky Lyle.
"He played for the Yankees at that time,'' McDonald recalls. "I saw his moustache and loved it. Great moustache.
"When I started to grow mine, I wondered if I could ever turn it out like that, grow my moustache as big and bushy as Sparky Lyle's.
"He was a relief pitcher, meaning you didn't see him all the time. So when you did, when he came on out of the bullpen, that moustache made an impression. And on the mound he was a force to be reckoned with.
"So I ended up turning it out one whole summer and thought, 'This looks pretty good.' At least I thought it looked pretty good.
"I didn't grow it for attention. But it becomes a part of your personality, your persona. Did I ever dream how much attention it would receive? No. Not in a million years.
"The red in it is certainly gone now but I could never shave it off."
McDonald's first full-season as a Flame, he struck for a franchise-record-shattering 66 goals - still 13 more than the 53 of second-ranked Gary Roberts's haul in '91-92 - while duelling with a certain Wayne Gretzky for the league lead.
At the all-star break, No. 9 actually led No. 99 by a single snipe.
"I remember we both had 42 goals. Wayne had scored two the night before our final game before the break. We were playing Pittsburgh. And the boys were like: 'C'mon, Lanny, at least tie him.' They were feeding me all over the place. I probably had 20 shots that night. My arms were getting tired.
"I scored two in the first two periods. And, lo and behold, with two and a half minutes left, I score again and got to head off to the all-star game as the leading goal scorer.
"Maybe that's what ticked Wayne off. He finished with 71.
"Still, pretty cool."
The years passed. The Flames, stockpiling talent, inched ever closer to the mountaintop. There was the near-miss of the '86 final against Montreal after finally slaying the big, bad Oiler beast in Round 2, followed by a first President's Trophy in '87-88.
Then came 1989.
What people remember today, invariably included among those clips replayed endlessly over a swelling musical backdrop, is the old feller - back in the lineup after being a healthy scratch in Games 4 and 5 - accepting a diagonal pass from Joe Nieuwendyk and snapping the puck behind Patrick Roy to provide the Flames with a 2-1 lead in Cup-clinching Game 6 at the Montreal Forum, then peeling away, arms raised, triumphantly.
What tends to be lost in the clarity of that one moment is the difficult season the by-then 36-year-old fought through. In and out of the lineup, vying for time with a deep cast on right wing that included Joe Mullen, Hakan Loob, Mark Hunter and a young Theo Fleury.
"I'm glad that my dad,'' McDonald says now, "brought me up on the farm knowing hard work and determination kinda helps ya hang in there, toughens you up a little bit.
"There were some long days, long nights, when you weren't playing for long stretches but believed you could still help the team.
"Then to score the goal …
"And to lift (the Stanley Cup), after 16 years … oh my gosh.
"A thousand points, 500 goals and the Stanley Cup all in the same season? I defy anyone to top that hat-trick."
The outpouring of affection and admiration. Standing on the ice at the Forum, watching No. 9 at long last lift the Cup, Niewendyk, a McDonald fan growing up in Ontario, felt his eyes mist up.
There wasn't, actually, a dry eye among Flames' faithful anywhere.
The only question remaining: What now?
"I was 36,'' McDonald says, thinking back. "My body hurt. There was no way I could top what had just happened."
And so the retirement media conference was held on a lovely fall southern Alberta afternoon, Aug. 28, a shade more than three months following title celebrations.
It was staged in a vast tent behind the family spread out in Springbank, garnished liberally with smoked salmon and more strawberries and cream that you'd find at Wimbledon.
During the nostalgic festivities, left-winger Colin Patterson recalled his first interaction with a person who'd become a close friend.
"How could I forget?" reminisced Patterson back then. "My first camp, at the team golf tournament. I didn't know anybody. I mean, who the hell am I? Some free agent out of Clarkson College. Nobody knew me. But who's the first guy I meet? Lanny McDonald. And he comes over and introduces himself to me.
"That meant a lot."
"So if I see any new guys at golf tournaments now, I go right up to them and introduce myself, try to make them feel comfortable, at home.
"If it isn't too much to ask of Lanny McDonald, it isn't too much to ask of me."
That, at its core, is what provides McDonald with such lasting power. Ability graced by humanity - always, but always, the unbeatable combination.
Nowadays, the McDonalds divvy their time up, three months in Montana, where the family owns four hotels (two in Lakeside, one each in Somers and Missoula), four months in Toronto and five here in Calgary. They're also involved in a craft brewery business in Lakeside, which, naturally, produces 'Old 'Stache Porter ("You should try it sometime,'' teases its inspiration. "You'll be about seven feet tall by the time you're done it").
Nearly 29 years after retiring, McDonald still cannot walk down any street in this city without being instantly recognized. His popularity remains undiminished.
That, ladies and gentlemen, is called staying power.
"You try and play hard, try and be a good example,'' he replies, searching to explain the phenomenon. "I credit my family. I credit my teammates.
"Both those sides keep you humble and your head in the right place because you're trying to play the game for all the right reasons.
"I feel like the luckiest guy around.
"Eleven years ago, I was asked to join the Hockey Hall of Fame selection committee and then when Pat Quinn passed away two years ago asked if I'd consider becoming chairman.
"Who could ever imagine a kid growing up outside of Hanna and Craigmyle, Alberta, who loves the game and its history, being Chairman of the Selection Committee at the Hockey Hall of Fame?"
So again, on this, all-star weekend, take a moment to reflect back on the Flames' most enduring star.
Players, even the greats among them, age and exit and fade.
But icons - those select few - live on.
"I certainly have nothing to complain about,'' says McDonald. "The hair's kinda gone south and, as I said, the moustache isn't red anymore but life's been pretty darn good.
A great career, a lot of friends, wonderful family, seven healthy grandkids who are so much fun.
"I have a lot to be thankful for," he says. "No, I would not change a thing."