On July 2, 2015, Bourque signed a two-year, two-way contract with the Washington Capitals. Assigned to the Hershey Bears for the 2015–16 season, Bourque led his team in scoring once again with 80 points in 72 games and was selected to his third AHL first All-Star team. On April 15, 2016, Bourque was announced as the winner of the AHL's winner of Most Valuable Player for the 2015–16 season. Bourque was a key part of Hershey's playoff run, who ultimately lost the Calder Cup Finals to the Lake Erie Monsters.