As described in great (and sometimes gory) detail in his book
A Matter Of Inches: How I Survived in the Crease and Beyond (titled
The Crazy Game in Canada), Malarchuk was troubled for most of his life & developed some very self-destructive habits during his playing career, especially after the skate accident in 1989. But as a direct response to the OP's "active NHL players" condition, Malarchuk's only true suicide attempt actually occurred
after his playing career had ended (2008 - self-inflicted GSW beneath his chin with the bullet lodging in the vicinity of his forehead). For anyone who can stand the even more graphic details, his book tells a very powerful story.
Malarchuk's Players' Tribune article from March of this year presents a shorter version.