Messier, who played with the Oilers during their glory years when they won five Stanley Cups, told the cheering crowd he's thankful to all the people who made his dream of playing professional hockey in his hometown come true.
Messier closed out his career with the New York Rangers, but said he still feels there's no comparing how Oilers fans celebrated victories along with the players.
He joked that he had a hard time recognizing Edmonton when he drove in from the airport because it has grown so much in the time he's been away.
Messier, who quit playing hockey in 2005, will have his No. 11 sweater retired Tuesday prior to an Oilers game against former teammate Wayne Gretzky's Phoenix Coyotes.
Edmonton has organized two days of celebrations to honour Messier and has renamed part of a major thoroughfare after him.