"I never really counted the Blues out until I put pen on paper," he said Tuesday.
The defenseman had spent his entire 12-season NHL career with the Blues, the last four as captain. He became the first player in their history to raise the Stanley Cup after they won it in 2019.
His wife, Jayne, is from St. Louis. They have four children.
"It was difficult," Pietrangelo said. "It wasn't as easy as maybe some people think it was for us. When you have your roots tied here and you've been here for so long, it's definitely a difficult decision. But I tried to take as much emotion out of it as I could."
Pietrangelo said the goal always was to re-sign with the Blues, but the sides couldn't agree to terms before the free agent market opened at noon ET on Friday. He didn't close the door on them when he heard they had signed defenseman Torey Krug to a seven-year, $45.5 million contract Friday night.
"[Blues general manager Doug Armstrong] saw an opportunity to get an elite player, and he did that," Pietrangelo said. "I guess I was surprised. I wasn't really paying attention either."
Video: Alex Pietrangelo signs with Golden Knights
Pietrangelo said he was focusing on his own situation at the time.
"I don't know if frustration's the right word," Pietrangelo said. "I mean, look, [Armstrong is] going to say the same thing. We tried, and we tried, and we tried, and sometimes things just don't work out. I wouldn't necessarily say frustration. I think both sides are disappointed."
Pietrangelo said his mind didn't flip toward leaving St. Louis until it didn't look like something was going to get done with the Blues. His camp identified multiple other teams in which he had interest that had the potential to complete a contract, including Vegas.
In normal times, he would have been able to visit or host teams during an interview period ahead of the market opening. Perhaps a lot of teams would have money to spend.
But amid the coronavirus pandemic, there was no interview period. The salary cap stayed flat at $81.5 million for next season, and the economic outlook is uncertain. Many teams are tight against the cap or internal budgets.
"I went into this thing with an open mind not really knowing what to expect," Pietrangelo said.
After the market opened and the Golden Knights called, Pietrangelo decided to visit, because he didn't know much about Las Vegas beyond The Strip.
He flew to Las Vegas on Saturday and toured the Summerlin area, where players live and the Golden Knights have their practice facility. He met owner Bill Foley, president of hockey operations George McPhee and general manager Kelly McCrimmon.
"I wanted to make sure that they're sharing the same passion that I [have] for winning, and they do," he said. "That's why I made the commitment. I was fairly impressed with the way they operate and the way they go about their business."
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Pietrangelo visited former Blues teammate and close friend Paul Stastny. He said Stastny spoke highly of the Golden Knights and how they treated players and their families, which is significant considering Stastny signed as a UFA on July 1, 2018, and was traded to the Winnipeg Jets on Friday.
He also spoke to coach Peter DeBoer, whom he compared to Blues coach Craig Berube in that he wants his defensemen to be active and defend by playing with the puck in the offensive zone.
"I think if things didn't work out, we probably would have gone to see another place and done our homework [on that team] as well," he said. "I took some time, and I would have taken as long as I had to take to make the right decision for us."
In the end Monday, the decision was Vegas.
"Obviously, the atmosphere [at T-Mobile Arena], I mean, I think everybody agrees it's probably the best place to play in the NHL right now," Pietrangelo said. "Team-wise, it's a difficult team to play against. I think top to bottom, everybody knows their role. Well-coached. Good goaltending. Good balance. …
"I think that's part of the reason that brought me here. It fits into my style. They play the way I think the game should be played. You want to go somewhere you feel comfortable and that you can help."
St. Louis will always be special to Pietrangelo, though. He said the family still had a house in St. Louis and he would probably return in the offseason and skate with his former teammates.
"The good part about Vegas for us too, which was part of the decision, was it's easy to get on a flight and get back to St. Louis if my wife wants to come home and see her family too," Pietrangelo said. "That certainly played a part in it, having that access for us."