"If he breaks it," The Great One says ... "I'll be the first guy there to shake his hand."

Of course, Gretzky owns the NHL's all-time mark for goals scored with 894 ... but Ovie ain't that far behind with 658.

In fact, if the 33-year-old Washington Capitals superstar averages 33.7 goals per season for the next 7 years ... he'd tie Gretzky by the time he's 40.

Doesn't seem like TOO difficult of a task -- Ovie's NEVER scored less than 32 goals in his entire 14-year career!!!

As for Ovechkin, he says he's actually gunnin' for the record -- telling NHL.com earlier this year, "I'm going to try to do it."

By the way, while we were on the subject of records ... Gretzky also told us he thinks Tiger Woods has a "great chance" to catch Jack Nicklaus' majors mark.