"Those three are three of the greatest players to ever play, and to share something with them, it means a lot to me," McDavid said after Monday's 9-2 victory.
"I'm just thankful for my teammates, the staff here in Edmonton, the coaches and everybody. I feel very grateful for our staff here in Edmonton and all the players here. It's been a different type of year, but everybody's stuck with it and we put ourselves in a good spot heading into what matters most."
Gretzky's 122 helpers in 1990-91 was the last time a 100-assist season was achieved prior to McDavid this year.
McDavid had a goal and a helper during Monday's win at Rogers Place in the final Oilers home game of the season, which was also Fan Appreciation Night for the playoff-bound squad.
The defending league MVP now has 32 goals for 132 points going into road games in Arizona and Colorado on Wednesday and Thursday to conclude the regular season schedule.