Conroy left the Flames as a free agent following the playoff run, opting to sign a four-year, US$12 million contract with the Los Angeles Kings. He later admitted that he did not truly wish to leave the Flames, but facing financial uncertainty with the 2004–05 NHL lockout looming, Conroy chose to accept the guaranteed contract. The lockout wiped out the first year of the deal, but he returned in 2005–06 to reach the 20-goal mark for the third time and 60 points for the second time in his career. During that season, he joined the United States national team for a second time, playing in the 2006 Winter Olympics. He appeared in six games, scoring one goal and five points for the eighth place Americans.