Ultimately, he was traded to the Dallas Stars on 22 June 1996 for Kevin Hatcher. Although Zubov never again reached the scoring height of his 1993–94 season with the Rangers, due to a combination of Dallas's more defensive system and decreased scoring in general, he has earned all three of his trips to the All-Star game with the Stars. He never again reached an 80+ point total, but had 11 consecutive years of 40+ point seasons and 30+ assists. He was also excellent defensively and while he had a well-sized body, he was known more for his positioning and puck-dislodging abilities out of corners rather than his checking abilities. He had been a mainstay on the penalty killing squad for several years and had only recorded a negative plus/minus four times in his career, with two of them within his first three years in the league. Zubov always played a solid game, but for years went under the radar and did not garner any nominations for the NHL awards or the NHL First/Second All-Star teams. However, in the 2005–06 season, Zubov posted 71 points for his highest outing in over a decade – and also received his first Norris Trophy nomination. Zubov and his wife, Irina, have two kids, Paul and Anya Zubov. His son graduated from Northeastern University in Boston and his daughter studied at the Parsons School of Design in New York City. Zubov missed nearly half of the 2007–08 NHL season with a sports hernia injury and most of the 2008–09 NHL season with a hip injury. On 30 July 2009, he decided to leave the NHL as he signed a contract with SKA Saint Petersburg of the Kontinental Hockey League (KHL). He was also selected as a reserve by Team Russia for the 2010 Winter Olympics should an injury occur during the tournament. On 18 April 2011, it was reported that Zubov would officially retire due to hip-related injury problems. On 20 July 2015, Zubov was named to the coaching staff of the Russian national team as a defensive assistant. Zubov served as the head coach of HC Sochi starting from the 2017–18 season. He was dismissed as head coach 16 games into the 2019–20 season following an 11-5 start. He currently serves as Senior Consultant to Hockey Operations for the Dallas Stars.