One day after he watched his injured wife leave Madison Square Garden on a stretcher while he remained behind to finish the game, the Rangers' Wayne Gretzky said he was torn by what he called ''a can't-win situation.''

On Wednesday night, Gretzky's wife, Janet Jones, was knocked unconscious in her front-row seat after a hard check sent a large pane of Plexiglas crashing into her and another woman. Gretzky skated to his wife's side, remained there several minutes, then returned to the bench and sat, visibly shaken, while doctors tended to her. He then raised eyebrows as he took the ice for the final 6 minutes 18 seconds of the Rangers' 1-0 loss to the Chicago Blackhawks while she was taken to St. Luke's-Roosevelt Hospital.

With tabloid television crews crowding the Rangers' locker room at their practice site here today, Gretzky expressed relief that Jones was home again, released from the hospital this morning after suffering a mild concussion and receiving stitches in her lower lip. And he remained comfortable with his decision to stay with his team.

''It's tough to put it out of my mind,'' Gretzky said. ''It was one of those can't-win situations when I got out there. Maybe I shouldn't have gone back out. There really wasn't a lot for me to do at that time. Kevin Stevens's wife was with her. We knew at that point that she was going to be O.K. It's just a matter of precautionary measures.