Roenick left the arena in Vancouver on Tuesday before the Coyotes played the Canucks after he was scratched from the lineup because of a back injury. He later said he watched part of the game while having dinner in a Vancouver restaurant.
Coach Wayne Gretzky said Mike Ricci would replace Roenick.
"I treat players like men and they should act like men," Gretzky said Wednesday. "JR, all and all, has been pretty positive. But the reality is, (Tuesday) night he made a mistake."
Roenick, who felt he was healthy enough to play Tuesday, said Wednesday that he respected Gretzky's decision but didn't regret leaving the arena.
"I don't think there is anything wrong with going and having a nice dinner, having a beer and watching the hockey game," Roenick told The Arizona Republic.
The former NHL all-star has one goal in 28 games this season. The 36-year-old Roenick is in his 18th NHL season.