Gretzky, coach and part-owner of the Phoenix Coyotes, can be heard on wiretaps made within the past month talking about his wife with assistant coach Rick Tocchet, the person said, speaking on the condition of anonymity because the investigation was ongoing.
After Phoenix's game on Thursday night, Gretzky did not take questions or talk about the wire taps during a brief news conference. He reiterated that he had never bet and said he planned to stay with the Coyotes and attend the Turin Olympics as Team Canada's executive director.
"I'm still going to coach the Phoenix Coyotes. I did nothing wrong, or nothing that has to do with anything along the lines of betting; that never happened," he said after the Coyotes' 5-1 loss to Dallas in Glendale, Ariz. "I'm going to Italy on Sunday to be with Team Canada and be part of the Olympic games."
Gretzky's wife, actress Janet Jones, allegedly bet at least $100,000 on football games over the course of the investigation by state authorities, the person with knowledge of the investigation said.
There is no evidence that Gretzky placed any bets, according to the person.
However, CBS News correspondent Sharyn Alfonsi reports that authorities are also looking into whether Jones – who allegedly bet $75,000 on last weekend's Super Bowl and $5,000 more on who would win the coin toss – might have been making wagers for her husband.
Jones released a statement before the game, saying, "At no time did I ever place a wager on my husband's behalf, period. Other than the occasional horse race, my husband does not bet on any sports."
Gretzky sounded weary talking to reporters after the game for about two minutes.
"I hope you appreciate that these three days have been horrible. I'm just too tired mentally and physically to talk any more about it," he said. "There's nothing more for me to talk about. And if you have questions for people involved, contact them."
Phoenix general manager Michael Barnett also released a statement during the game, addressing media reports that he bet on the Super Bowl through Tocchet and later met with investigators in New Jersey about the case.
"They informed me that my conduct has in no way violated either federal or state laws," he said.
Authorities say from Dec. 29 through Feb. 5 the day of the Super Bowl bettors placed a total of $1.7 million in wagers with the ring run by a New Jersey state trooper, Tocchet and a South Jersey man. All face charges of promoting gambling, money laundering and conspiracy and are scheduled to be arraigned in Superior Court in Mount Holly on Feb. 21, the state Attorney General's office said Thursday.
Jones has not been charged.