Even when he was in pain.
Jazz assistant coach Phil Johnson recalls a time when Malone badly sprained an ankle but balked when trainer Don Sparks requested an X-ray to see how severely his foot was injured.
Years later, Johnson laughs about Malone's response.
"Why should I X-ray it?" Malone asked. "I'll play on it anyway."
"He could take punishment and he could dish it out every single night," Sloan said. "He didn't take games off, didn't take practices off. He came and did it every day."
That's what most impresses another Bayou State power forward who followed — and seems to emulate — Malone from Louisiana Tech to the Utah Jazz. Paul Millsap described Malone as being "huge, an icon" in their native state of Louisiana.
"To go out there every night," Millsap said, "and basically put it all on the line — his mental toughness, his physical toughness, all that shows what type of great player he is."
Mark McKown, the Jazz's strength and conditioning coach since 1997, marvels about how Malone battled on and off the court (and even on the pro wrestling mat).
McKown used to accompany Malone when he took teammates on preseason hikes in the mountains above the Salt Lake Valley. It began as an altitude acclimation outing and a team-bonding experience, but usually ended with Malone leaving other players eating his trail dust.
"It was so intense," McKown said, "and he would push them so much, they wouldn't train with him."
Just imagine how intense the bulked-up beefy player was in the weight room.
No mercy. No prisoners. Plenty of wincing and sweat.
"It was like he wanted to mash them in the dirt," McKown said. "So the harder they worked, the harder he worked. You'd think, holy, how'd the guy have much more capacity for work? I haven't seen anybody that could match it, seriously."
McKown found it fascinating how Malone would often work on his body but not on his game in the summer. He laughed that Malone had an indoor basketball court in his Salt Lake home but didn't even take a shot on it until they were walking on it together four or so years after The Mailman moved in.
Dumbbells and barbells, no doubt, weren't equally neglected.
"His advantage was he loved to compete," McKown said. "He wasn't crazy about basketball. In the offseason, he'd just train like a madman, didn't touch a ball."
The heir-apparent to the Jazz's power forward throne credits Malone for paving the way in the NBA for post players in their 6-foot-9 size range.
"He's a role model as a guy on the court, off the court — one of the best people," Jazz big man Carlos Boozer said. "He did so much for this community — for people that were in need — but at the same time as a player he was obviously one of the best players of all-time, best power forward of all-time."
The muscular Boozer admires how the even more muscular Malone "almost became like a bodybuilder."
"He got so into it and was still able to be so fast, so agile, so fluid and dominate," Boozer said. "He dominated the game. He was amazing, and he's still probably in shape to do it now."
Sloan fondly remembers how Malone worked hard to improve his basketball skills along with re-shaping his 256-pound frame. To wit, Malone shot 48.1 percent from the free-throw line as a rookie the 1985-86 season but focused on his foul shooting so much he ended up averaging a respectable 74.2 percent from the stripe.
The Hall of Fame coach loved that opponents had to game-plan around Malone (and Stockton) because of how effective of a threat he turned himself into over time.
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