Leading Russia to Davis Cup victory against France last December would be a perfect final act, he decided. When young compatriot Mikhail Youzhny stole the limelight by winning the deciding rubber in Kafelnikov's place, the older man had to think again.
Perhaps a sixth Kremlin Cup title in June would make a suitable farewell point for Russia's most celebrated and successful tennis player of all time?
But Kafelnikov failed to stick to the script again, losing in the second round.
Now the 2000 Olympic champion and the first Russian to win a Grand Slam event may have to draft a closing scene in which he just slips quietly off into the sunset.
Kafelnikov himself is still keeping everyone guessing about his future but Russian tennis officials do not expect him to play again.
"We've been urging him to continue but it looks as if he just doesn't have the desire to play any more," Russia's Davis Cup captain Shamil Tarpishchev was quoted as saying by local media. "He has also gained weight, some eight kilos."
A senior Russian tennis official also said that Kafelnikov would not return next year.
"I think Yevgeny has made up his mind already but he just likes to keep everybody guessing, he likes playing games with people," the source said.
Kafelnikov, looking out of shape, was last seen in public during last month's Fed Cup Final Four at Moscow's Olympiiski sports complex, sitting in the stands next to his most loyal fan, former Russian President Boris Yeltsin.
After a largely disappointing season in which he won only 29 matches, lost 26 and had to fend off allegations of match-rigging, Kafelnikov refused to say whether he would continue playing next year.
"You'll get the answer just by looking at entry sheets at various tournaments next year," he told reporters after bowing out to Youzhny in a lacklustre second-round effort at the St Petersburg Open -- his last match this year in October.
"If my name is absent then you'll know I'm done as a player."
Kafelnikov, who turns 30 in February, had hoped for a more glorious farewell.
The Sochi native, who won the U.S. Open in 1996 and the Australian Open in 1999, had dreamed of hitting the winning point in the decisive fifth rubber against Davis Cup holders France in the Paris final last December.
"That would really be a fitting finale for me," he said at the time.
In the event, it was newcomer Youzhny who replaced the out-of-form Kafelnikov for the deciding rubber and came from two sets down in an epic five-set battle against Paul-Henri Mathieu to clinch Russia's first Davis Cup.
Later, Russian insiders said that Kafelnikov had been upset about the last-minute switch and would not forgive Youzhny for taking his spot and the limelight.
Kafelnikov changed his mind about retiring until June, when he announced he would go for good if he won his sixth Kremlin Cup title.
"I badly want to win in Moscow one more time and if I could add another title here, I would retire for sure," said the former world number one, who enjoyed five straight Kremlin Cup wins from 1997 to 2001.
But Kafelnikov promptly lost in the second round to unheralded Armenian Sargis Sargsian.
The year 2003 got no better for the player whose victory on the red clay of Roland Garros in 1996 brought a tennis boom to his country.
Unable to capture his old form, a disheartened Kafelnikov struggled for most of the season to finish the year at number 40 in the world -- his lowest ranking in more than a decade.
To make matter worse, several media outlets accused Kafelnikov in October of being involved in match-rigging after a huge worldwide gamble was made on his low-key first-round match against Fernando Vicente in Lyon.
Betting was suspended after a large sum of money was put on the Spaniard, who had lost his 11 previous matches, to beat the Russian. Vicente won 6-2 6-3.
Though Kafelnikov vehemently denied any involvement in the scheme, his reputation was damaged.
"It (the allegation) completely tears me apart," Kafelnikov said.
"When I walked into the locker room all the players looked at me like I'm the worst enemy of all time," said the former French and Australian Open champion, adding that he might consider legal action.
The incident forced the Association of Tennis Professionals (ATP) -- the governing body of the men's tour -- to introduce heavy penalties for anyone implicated in match-fixing.