Khmylev was selected the following summer by the Sabres and came to North America. He experienced immediate success in the NHL, scoring 20 goals as a rookie in 1992–93 and 27 the following season. His scoring tailed off following the 1994–95 NHL lockout, as he scored just 16 goals in his next 114 games for the Sabres. On March 20, 1996, Khmylev was traded to the St. Louis Blues along with Buffalo's 8th round choice (Andrei Podkonicky) in the 1996 NHL Entry Draft for Jean-Luc Grand-Pierre, Ottawa's 2nd round choice (previously acquired, Buffalo selected Cory Sarich) in 1996 NHL Entry Draft and St. Louis' 3rd round choice (Maxim Afinogenov) in the 1997 NHL Entry Draft. Following the trade, Khmylev went on to play in just nine more NHL games with the Blues, scoring one goal. For his NHL career, Khmylev accumulated 64 goals, 88 assists and 133 penalty minutes in 263 games.