MOSCOW — Though it is only 3 miles southeast of the Kremlin, Morozovo Arena can be hard to find. Ringed by traffic-filled main roads, it’s nestled into a nondescript, mostly industrial area near the meandering Moscow River. Its windowless exterior is stark save for 20-foot-high fabric murals of hockey players and figure skaters near the main entrance.



Inside, the building is more familiar. Twin rinks dominate the space. At a modest cafe, teenagers serve hot tea to visitors watching adults and kids of all ages skim across the ice. Twin steel doors lead to a corridor, which leads to dressing rooms with wooden benches. Nearby, there is a snack shop and a glass case displaying trophies won by youth teams and champion skaters. Jerseys of Russian hockey stars hang on the walls.



At the end of the corridor is a small room, and it is here where Evgeni Malkin occasionally retreats after his grueling summer training sessions. He sits near a big wall decal of a...