Team USA's Ryan Miller has said that losing 3-2 to Canada in overtime in the final of the 2010 Vancouver Olympics was "hard".
Sidney Crosby scored the winning goal by sending a puck between the goaltender's legs four years ago.
"You have to lose a game to get silver," Reuters quotes the 33-year-old as saying. "You're a breath away from gold. It can be a hard award.
"It is a great tournament. But you want to be first. That's what drives you."
USA have been drawn against hosts Russia, Slovakia and Slovenia in Group A at the 2014 Winter Games in Sochi.