The two-time NHL MVP also knows what that means for the way people think about his career.
"Nobody remember losers," the Russian wing said Tuesday. "Everybody remember only winners."
During a 15-minute session with reporters a day after Washington's 5-0 home loss to the New York Rangers in Game 7 ended their first-round Eastern Conference series, Ovechkin avoided putting the onus on himself for his team's latest quick exit from the playoffs.
Ovechkin's comments came on the heels of his criticism of the officiating in the series, where there was a clear disparity in penalties between the teams.
"The refereeing you understand it yourself. How can there be no penalties at all [on one team] during the playoffs?" Ovechkin told a reporter in Russian. "I am not saying there was a phone call from [the league], but someone just wanted Game 7. For the ratings. You know, the lockout, escrow, the league needs to make profit.
"I don't know whether the refs were predisposed against us or the league. But to not give obvious penalties [against the Rangers], while for us any little thing was immediately penalized."
Against New York, Ovechkin scored just once in seven games after leading the league with 32 goals in the regular season, including 23 in the final 23 games to lead Washington to the Southeast Division title.
Asked Tuesday how frustrating it was to fail to put the puck in the net at all after scoring in Game 1, Ovechkin replied: "In the playoffs, it doesn't matter if you score or not. You have to win. Team success is the most important thing out there. I didn't score and we lose. I score, we lose. Everybody have to make a difference."
There is, though, a correlation between Ovechkin's scoring and Washington's success.
During this regular season and postseason, the Capitals won 20 of 25 games when Ovechkin scored at least one goal, but only 10 of 30 when he did not.
Washington defenseman Karl Alzner acknowledged in a quiet locker room Monday night that "it's hard to overcome" the kind of poor production Ovechkin had this postseason.
"We were very, very fortunate coming down the stretch that he was scoring almost every game. And if he wasn't scoring, it was usually his shots that were setting up the next goal. And so you take it for granted, sometimes, when you kind of expect that it's going to go in every time when he shoots the puck," Alzner said. "And then [the] playoffs is just a different animal."
It certainly is for Ovechkin and the Capitals. This is a team, for example, that earned the Presidents' Trophy for most standings points in the league in 2010, but lost in the first round to the eighth-seeded Montreal Canadiens. A team that was swept in the second round in 2011. A team that wasted series leads of 2-0 and 3-2 against New York this season.
With Ovechkin, center Nicklas Backstrom and defenseman Mike Green leading the way, the Capitals have played in nine playoff series -- and won only three. They've never made it past the second round during that span. In seven Game 7s, they're 2-5, including 1-4 at home.
Alzner has been around for three postseasons. He was asked if he questions the club's ability to make a deeper run.
"It's funny you ask that," Alzner began, with a bit of a chuckle. "A little bit."
Hearing his own words, Alzner continued: "I don't know if that's the right mentality."
And then he completed the thought: "I'm sure it's not the right mentality."
When a similar question was put to Ovechkin on Tuesday -- does he harbor doubts about achieving significant success in the playoffs? -- he returned to a theme he repeated often.
"It's not, like, one player," Ovechkin said.
He went on to acknowledge he made mistakes, but quickly noted that others did, too, and concluded: "One guy can't win the championship."
And, yet, Ovechkin made clear he thought one guy was responsible for the Rangers' series victory: goalie Henrik Lundqvist, who shut out Washington in Games 6 and 7.
Was it really as simple as that? Lundqvist stole the series?
"In my mind, yeah," Ovechkin answered. "In my mind, it was Lundqvist. They have great team, no doubt about it, but Lundqvist was unbelievable. Just unbelievable."
Information from The Associated Press was used in this report.