The franchise's future in Pittsburgh has been in doubt since its sale to Canadian billionaire Jim Balsillie fell through and the state Gaming Control Board denied Isle of Capri Casino a slots licence. Isle of Capri had promised to build a US$290 million arena for the Penguins if its bid was approved.
"We are meeting with officials in Kansas City today as part of our effort to explore all of our options regarding a new arena," Lemieux said in a statement. "We have heard many great things about their new building, which is scheduled to open in time for the start of the 2007-08 NHL season."
Pittsburgh plays in the 45-year-old Mellon Arena, the NHL's oldest venue, and would have to stay there for several more years even if a new arena deal could be reached. The franchise's current lease expires in June.
Meanwhile, Kansas City has the $272 million Sprint Center under construction and set to open in the fall. It is searching for an anchor tenant but has already sold out its 72 luxury suites.
Kansas City is believed to be the first city to extend an invitation for a visit to Lemieux and the Penguins' ownership team. Other cities that have expressed interest in the Penguins are Houston, Winnipeg, Portland, Ore., and possibly Oklahoma City.
Remaining in Pittsburgh is also a possibility.
Lemieux and the ownership group plans to meet with Pennsylvania Gov. Ed Rendell, Allegheny County Chief Executive Dan Onorato and Pittsburgh Mayor Luke Ravenstahl on Thursday to discuss options.