But it was even harder this time, with Yzerman serving as St. Louis' general manager with the Tampa Bay Lightning. The 37-year-old winger and reigning Art Ross Trophy winner didn't make Team Canada's 25-man roster for Sochi, and the ramifications could be felt strongly in Tampa.
"I'm hopeful that we can get through this and continue to play," Yzerman said. "He's a guy that I want to finish his career (with Tampa Bay). I'm hopeful that somehow we can be fortunate enough to win a Stanley Cup. He's going to play for as long as he chooses, and (I hope) that we're going to have success there."
St. Louis did not speak to reporters following the Lightning's morning skate at MTS Centre in Winnipeg.
He didn't have much more to say later in the day, after the 4-2 win for the Lightning in which he scored two goals.
"For Team Canada, you guys can imagine how I feel, obviously, I'm extremely disappointed and I'll just leave it at that," he said, refusing to speak more about the issue.
His coach, Jon Cooper, said they talked earlier in the day and St. Louis had got a few things off his chest and he had nothing but praise for the way the veteran responded on the ice Tuesday night.
"That why he's a champion," said Cooper.
"That's why he has a Stanley Cup ring and that's why he's our captain. To go through something like that and respond the way he did, I can't say enough about him."
Earlier in the day, he sounded like he didn't want to answer a question regarding whether this will affect St. Louis' play for Tampa Bay moving forward. Cooper called worrying about that "wasted energy."
"I don't know. I guess. I don't know," Cooper said. "Knowing Marty, this is probably going to motivate the snot out of him."
St. Louis was already motivated after missing out in 2010, when Canada won gold. Upon landing in Calgary for Olympic orientation camp this past summer, he said he was going to try to make it "really hard" on Yzerman and the management staff to keep him off the team for Sochi.
"But life is full of disappointments," St. Louis said at the time. "It's how you respond how you get back up from them. Don't feel sorry for yourself. It's not going to get you anywhere."
On Tuesday it seemed like everyone was feeling sorry for St. Louis, from Winnipeg to Toronto, where the team was announced. That started with Yzerman, the man who had the final call on picking a team that didn't include his captain.
"Personally, it was a very difficult decision," Yzerman said. "Honestly, whether I'm with the Tampa Bay organization or not, it was a difficult one, it was a tough one in 2010 as well. He's a tremendous player who has played outstanding for us this year. Our team has a good record, our team is playing well."
With 38 points in 42 games, St. Louis is the Lightning's leading scorer and has been a major reason why they've remained in a playoff position after losing Steven Stamkos to a broken right tibia in mid-November.
Stamkos, whose status for the Olympics is questionable as he rehabs the injury, beamed at his selection to Team Canada but felt for St. Louis at the same time.
"It was a little emotional when he got the news," Stamkos said. "It's tough. I don't know what more you can do or expect from him to be able to make this team. For me, it's tough to see Marty as upset as he was."
Cooper would've been more worried about the veteran winger if he weren't upset.
"Oh gosh. He's a human," Cooper said. "So I don't care if he's one year in the league or 20 years in the league, I'm sure he's extremely disappointed as we all are. But he's a pro and if there's one guy, unfortunately, that can handle it, it's Marty."
Yzerman sounded like he didn't know how St. Louis would handle it. He made the call Monday night to tell him he wouldn't be on the team.
That's a tough spot for a man tasked with being executive director of Canada's Olympic team but paid to manage the Lightning.
"Obviously, I want Tampa Bay to do very well, that's a concern for me," Yzerman said. "But ultimately when I took this position (Hockey Canada president) Bob Nicholson has given me the responsibility to make a lot of decisions and I have to, with this group of management and coaches, do what I feel is right for the Canadian men's Olympic ice hockey team. That's what it comes down to."
Yzerman took over as Tampa Bay's general manager the summer after spurning St. Louis for the Vancouver Olympics. The two men have had conversations about that since, but this creates another rough spot in their relationship.
"There's not much I can say — I can't apologize," Yzerman said. "We've got to make these decisions."
All Yzerman, Cooper and Stamkos can hope for is that St. Louis bounces back and continues to produce.
"We really need him on this team," Stamkos said. "He's been carrying the load. He's our leader. It's just tough to be with him during this time. But he's a warrior, he's a competitor he's going to come out stronger in the end."
With files from Scott Edmonds in Winnipeg.
— Follow Stephen Whyno on Twitter at @SWhyno.