Malkin has played through a number of injuries in his career, and battled back, telling Yohe that his body still feels good. It sounds like he has a lot of hockey left in him as he continues to play at an elite level.
Yesterday Malkin was able to reach a milestone, with his 800th assist, and of course, all with the Pittsburgh Penguins. This year he is on pace to reach his 500th NHL goal and 1,300th point.
I would think the frustration of not making the playoffs is something he does not deal with alone. Although it sounds like he would like to make sure his career does not end without another run, it is not certain that he would want to leave the Penguins to get one more try.