During the 2004–05 NHL lockout, Nash played for HC Davos of Switzerland. He scored 26 goals and 46 points in 44 games and added 11 more points (9 goals, 2 assists) in 15 games in the NLA playoffs. Joined by fellow NHL-er Joe Thornton, Davos went on to win the Swiss Championship, as well as the 2004 Spengler Cup.

As the NHL resumed play in 2005–06, knee and ankle injuries sidelined Nash for much of the first half of the season. Missing 28 games total, Nash was still named to Team Canada for the 2006 Olympics, shortly after being activated from the injured reserve. Upon returning from a seventh place finish, Nash completed the season at a point-per-game pace with 54 points in 54 games.

In 2006–07, Nash matched his sophomore points total with 57, and was named to the Western Conference All-Star Team for the second time in his career. He has been Columbus' lone representative both times. Nash scored the game-winning goal in the West win.

The following season, on January 17, 2008, Nash scored what many commentators called the "goal of the year"[2] in the final minute versus the Phoenix Coyotes. Breaking a tied score, Nash deked around two defenders and the goaltender to score the eventual game-winner.

The same month, Nash scored the quickest goal in All-Star Game history, just 12 seconds into the game at the 56th National Hockey League All-Star Game, and ended the game with a hat trick.[3]

Completing the season with 38 goals and 69 points, Nash nearly matched his personal best goals total and set a career high for points and assists. Shortly before the end of the season, on March 12, 2008, Nash was also named the fifth captain in Blue Jackets history, replacing the recently traded Adam Foote.[4]

In May 2008, Nash was named the cover athlete and spokesman for NHL 2K9.[5]

In July 2008, Nash was nominated for an ESPY Award in the category of Best Play for his goal earlier that year against the Phoenix Coyotes. [6]

On March 7, 2009, Nash scored three unassisted goals in an 8-2 rout over the Detroit Red Wings in Detroit. [7] According to The Columbus Dispatch, citing the Elias Sports Bureau, the last player to score three goals unassisted was Maurice "Rocket" Richard (who scored four) against the Rangers at Madison Square Garden on March 14, 1948.

On July 3, 2009, Nash signed an eight year contract extension with the Blue Jackets worth $62.4 Million.