Shortly after retiring from baseball, Conine began competing in triathlons. On December 26, 2007, while training for the Ford Ironman World Championship in Kona, Hawaii, he crashed his bicycle while trying to avoid a car pulling out in front of him, and shattered his collarbone. Though sidelined for two months by the accident, he still managed to compete in the Ironman as well as the St. Anthony's 32 mile Olympic-style race in St. Petersburg, Florida, the half Ironman at Disney and the Timberman 70.3 in New Hampshire.