Beginning in 2011, HBO's show went behind the scenes with the Pittsburgh Penguins and Washington Capitals in the weeks before the game.
The 2012 Winter Classic between the New York Rangers and Philadelphia Flyers and last year's between the Toronto Maple Leafs and Detroit Red Wings got the same treatment.
The Capitals and Chicago Blackhawks, who will meet at Nationals Park in Washington on Jan. 1, won't be on HBO.
"Everybody at HBO enjoyed working with the NHL and its teams on 24/7 the past four years," Kevin Flaherty of HBO wrote in an email. "There was never an expectation that HBO would chronicle the lead-up to the Winter Classic every year. So we will not be involved with the NHL this season.
"We wish the NHL the very best and the door will always remain open."
The league produced its own show last season for the Stadium Series and Olympics called "NHL Revealed." It aired on NHL Network.
"We are not partnering up with HBO for all access this year," a league spokesman said in an email. "They were a great partner for the last years."
The spokesman said the league would announce plans for its new Winter Classic all-access show partner Sept. 23 at Nationals Park.
In a statement posted on Twitter, NHL PR said "this new partnership will bring fans closer to the game than ever."