The EC Red Bull Salzburg club is seeking legal advice after Columbus Blue Jackets forward Derick Brassard left the Austrian team this week.
The 25-year-old had played only one game for Red Bull on Sunday against Linz.
The club said on its website on Wednesday that Brassard had assured them last week he would stay.
"Red Bull will be notifying the IIHF of the player's breach of contract and will seek legal advice," the club statement said.
It said Brassard cleared out his locker on Monday and left the next day, despite warnings from club officials.
"He was told not to do anything hasty that he might regret later, and he was reminded in no uncertain terms of his contractual situation," it said.
Red Bull is in ninth place in the Austrian league. The club is led by former NHL head coach Pierre Page and lists NHL players Brassard, Johnny Boychuk and Alex Auld on its roster.