While he averaged over one point per game with Fredericton in 1995–96, Conroy again played only a handful of games with Montreal. He again began 1996–97 in the AHL, but was traded along with Pierre Turgeon and Rory Fitzpatrick to the St. Louis Blues in exchange for Murray Baron, Shayne Corson and a draft pick on October 29, 1996. Conroy appeared in five games with the Worcester IceCats in the AHL, but after earning a recall to St. Louis, established himself as a regular in the NHL and appeared in 61 games with the Blues that season. Head Coach Joel Quenneville worked to develop Conroy's abilities as a defensive forward and top faceoff specialist. Conroy responded in 1997–98 by improving to 43 points and a career-high plus-minus rating of +20. In recognition of his season, he was named a finalist for both the Frank J. Selke Trophy as the NHL's top defensive forward and the Lady Byng Memorial Trophy as its most gentlemanly player.