The 61-year-old Tretyak, who won three Olympic ice hockey golds and a silver as goaltender for the Soviet Union and is president of Russia's ice hockey federation, received the torch from figure skater Rodnina and both jogged from the arena to ignite the flame.
The lighting was the finale of the longest-ever relay for a Winter Games that President Vladimir Putin wants to burnish Russia's image on the world stage.
After a route that included the North Pole, the depths of Siberia's Lake Baikal and even outer space, four-times tennis grand slam winner Maria Sharapova, who carried the Russian flag at the London 2012 Olympic opening ceremony, brought the flame into the 40,000-capacity Fisht Stadium.
She handed it to double Olympic pole vault champion Yelena Isinbayeva, who passed it to three-times Olympic champion wrestler Alexander Karelin.
Olympic champion gymnast-turned parliamentarian Alina Kabayeva, who Russian media have speculated is Putin's girlfriend, was next in line.
Rodnina, who won a hat-trick of golds in the pairs event before entering the Russian parliament, took over before joining Tretyak in taking the flame outside the arena to its final resting place for the duration of the Games, which conclude on February 23.
(Reporting by Alissa de Carbonnel; Editing by Mitch Phillips)
