Back in 1989, Mogilny set his sights on defecting to the West. His opportunity came in 1989, immediately after the Soviet Union won the gold medal at the World Championships held in Sweden. He secretly flew to Buffalo, New York, where the Sabres, who had drafted him in 1988, held his NHL playing rights.

Predictably, Mogilny's defection unleashed a firestorm of criticism in the Soviet Union, and the sensitive 20-year-old took it to heart. He also feared for the lives of his parents, as well as his own, and he looked quite pale and shaken during his first few NHL games.

But as time went on, Mogilny's confidence grew. After scoring only 15 goals in his rookie season, he registered 30 and 39 in the next two years. As Buffalo added more Russian players such as Yuri Khmylev and Alexei Zhitnik, Mogilny was the one to help them overcome the barriers he had encountered. Having gained a fair command of English, he also began to ease himself into the American way of life. Among his favorite pastimes was golf, and with his help, it played an important role in the life of his Russian teammates.

When Buffalo acquired Pat LaFontaine, Mogilny's game took a quantum leap forward. Here was a player who performed at his level, and Alexander had no desire to play second fiddle. Instead he was inspired and challenged. When the two were on the ice at the same time, it seemed as if they could take on the opposition without any help. In Winnipeg, on February 10, 1993, Mogilny singlehandedly defeated the Jets team with four goals. Two weeks later, at home against Detroit, he scored another four. In 1992-93 LaFontaine led the team with 148 points, but Mogilny was close behind with 127, including a league leading 76 goals in 77 games.

Injuries limited LaFontaine to 16 and 22 games over the next two years, and his absence naturally caused Mogilny's output to tail off slightly. The burden of team leadership also fell to the Russian winger, who was named interim team captain, and he rose to the challenge, giving his all in practice and expecting the same from his teammates.

A 1995 trade to Vancouver proved to be a tonic for Mogilny, who led the team with 55 goals and 107 points in his first year as a Canuck. After the "Russian Rocket," Pavel Bure, left Vancouver, Mogilny became a fan favorite. But there were no Canucks, not even Mark Messier who could take the place of Bure or LaFontaine, the sort of player who understood Mogilny instinctively. During the 1999-2000 seasons, Mogilny was sent to the New Jersey Devils. He arrived just in time to help the team win the Stanley Cup in 2000.

Mogilny led the Devils in goals with 43 during the 2000-01 season but the team was defeated in the Stanley Cup final by the Colorado Avalanche. In the summer of 2001 Mogilny signed as a free agent with the Toronto Maple Leafs and during the 2002-03 season played his 900th game and recorded his 500th assist, while awarded the Lady Byng Trophy at season's end.

During the 2003-04 season, Mogilny reached the 1000-point plateau despite missing the better part of the season recovering from a hip injury. Following a lock out season in 2004-05, Mogilny returned to New Jersey for the 2005-06 season. However, in order to make salary cap room for Patrik Elias, Mogilny was placed on waivers by the Devils and was assigned to their AHL affilate in Albany, New York. He would go on to appear in 19 games with Albany and throughout the summer continue to recover from his lingering hip injury.

Mogilny has not offically retired from the game of hockey, however his 1032 points in just 990 games make him the second highest scoring Russian NHLer behind only Sergei Fedorov.

Aside from his World Junior appearance in 1988, Mogilny has only represented his homeland at the 1996 World Cup of Hockey.