Messier made the announcement after the first period of Thursday's Rangers-Lightning game at Madison Square Garden.
The game will be played at 1 p.m. on Saturday, Dec. 31, on the same outdoor rink at Philadelphia's Citizens Bank Park that will host the 2012 NHL Winter Classic on Monday, Jan. 2.
Messier, the NHL's second leading all-time scorer (1887 points), led the Rangers to their first Stanley Cup in 54 years during the 1993-94 season.