At the beginning of the season, Mike Keane was named as the 23rd captain of the Montreal Canadiens. Keane was subject to media scrutiny after speaking to Mathias Brunet of La Presse (a French language newspaper). Keane declared that he had no intention of learning French. 
October 21, 1995: Ronald Corey hired Rejean Houle to become the new General Manager of the Canadiens. Mario Tremblay was hired as the new head coach, and Yvan Cournoyer was hired as an assistant coach.  Tremblay had been Roy’s roommate during his rookie season.
In his first 15 starts with Tremblay as head coach, Patrick Roy had 12 wins, 2 losses and 1 tie. Ironically, the one tie would come against the Colorado Avalanche.  Despite the start, incidents occurred with Tremblay in Edmonton. Tremblay spotted Roy in the hotel bar, and Tremblay told Roy that he wanted him to leave the hotel bar.  A conflict ensued in Montreal when Tremblay told Roy that he was not allowed to visit the trainer’s room and speak to fellow teammates unless he was injured. 
November 28, 1995: The Canadiens were playing the Detroit Red Wings on the road. The day before the match, Mario Tremblay spoke to Mario Leclerc of Le Journal de Montreal newspaper. Tremblay mentioned that he was resentful of current Red Wings head coach Scotty Bowman. The first five years of Tremblay’s career were played under Bowman, and Tremblay told Leclerc that Bowman would always threaten to send him to the minors.  When Leclerc approached Cournoyer, he stated that he did not want to speak about Bowman. The Canadiens lost the game by a score of 3-2. The next day, the Journal de Montreal had a headline that stated, Bowman has the last word.
February 5, 1996: Patrick Roy played the Canadiens for the first time since he was traded to the Colorado Avalanche.  Roy stopped 37 of 39 shots in a 4-2 win. After the game, Roy took the game puck and flipped it to Canadiens head coach Mario Tremblay. 
On December 2, 1995 Montreal's head coach Mario Tremblay elected to keep Roy in the goal until he let in 9 goals on 26 shots during an 11–1 loss to the Detroit Red Wings. This was the last straw for Roy in what was already a contentious relationship with the rookie head coach. Friction between the two dated back to Roy's rookie year, when Tremblay, then a Canadiens broadcaster, would needle the young Quebecer on his broken English and was critical of Roy through much of his career. The two had almost come to blows in a Long Island coffee shop before Tremblay was announced as a coach and his first appearance in the dressing room was greeted with snickers from Roy. They almost fought a second time after Tremblay fired a shot at Roy's throat during practice.
When Roy was replaced midway through the second period, as he was storming off the ice, Roy could be seen on-camera telling Habs team President Ronald Corey that this was the last game he would ever play for Montreal, later elaborating by saying that he would not play for Montreal as long as Tremblay was coach.
On December 6, four days after the incident, he was traded to Colorado along with Montreal captain Mike Keane in exchange for Jocelyn Thibault, Martin Rucinsky, and Andrei Kovalenko, which is known in Montreal as "Le Trade." Roy's relationship with the Canadiens remained strained until 2008, when it was announced that Roy's #33 jersey would be retired. The trade would benefit Colorado as Roy would help the Avalanche qualify for the 1996 Stanley Cup Finals. The Avalanche would sweep the Panthers 4–0.
On March 11, 1996, the Montreal Canadiens played their last game at the Montreal Forum, beating the Dallas Stars 4–1 on a Monday night. The game was televised on TSN and TQS in Canada, and on ESPN in the United States. After the game, many previous hockey greats were presented to the crowd. The largest ovation of the night was left at the end for legendary Canadiens star Maurice "Rocket" Richard - at over 16 minutes in length.