Depends on the model that his league is using...is it cross-ice, as is the current best practice for this age group per the ADM (American Development Model, what USA Hockey embraces as the developmental model for youth hockey)? If at least part of his season isn't cross-ice, look for a program that is. Is he a mite player right now on a travel team? If he is, that might just be too much for him right now...try to find a house league in your area that has 1 game and 1 practice a week, uses a cross-ice format, and focuses on fun and skills instead of winning. There are usually more beginner- and mid-level players in those programs so he won't feel like he's not keeping up with the team. Another thing to perhaps look for is a program with a shorter season. The standard August - March/April season is so, so long that it's easy to see how a little guy can get tired and burnt out. Add to it the fact that the youngest players often have the earliest ice time and it can really wear on the kids.
My three sons (ages 16, 10 & 9) and my husband all play hockey. My oldest didn't start skating until he was 10, did one round of learn-to-play hockey with 5 year olds and started playing on a C-level pee-wee team at age 11. He is now a B-level Midget player and a JV/V high school player, full-time varsity next year. His first season, he was the newest and worst player on the team but didn't mind, and got better over time.
My 10 & 9 year olds have been on skates since they were 2 and did several learn-to-skate and learn-to-play programs from ages 3-7. The older one did a cross-ice league in 1st grade, more skills and drills sessions for a couple of years, a house league last year and finally now in 5th grade is in a full-season Squirt program. Loves it.
My 9 year old didn't skate at all for the past 2 years and had no interest in doing a full season program. This year, in 3rd grade, he started a house league and loves it. He's now really ready to play and can't wait to do a Squirt season next year.
I mention my kids' experience so that you know that it's never all or nothing. I know in the world of youth hockey it seems that kids start at age 4 or 5 and never take a season off or step back, but that's just not true. If you can find a way for him to play that has a shorter season and a cross-ice game format, which is way more fun and really helps the kids develop, he might stick with it, or decide that other activities are more fun and let this drop.
For now, because you probably have another 6 weeks in his season, don't talk to him about it. At his games, be nothing but positive after - just a hug or high-five and "I love to watch you play, that was really fun to see you out there today." And then listen. If he's bothered by something, he'll bring it up. If he's happy and clueless, let him be happy and clueless. My youngest blew two huge plays in his game today, and one of them directly led to a goal for the other team (he's a defenseman and passed the puck up the middle in his own zone twice - I was horrified because it's just a stupid move and he knows better). But it's not my job to talk about that. His coach gave him some feedback immediately after and will probably work on it in practice. So I didn't bring it up at all, just gave him my "that was great, I love to watch you play" speech and we moved on with our day.
Also keep in mind that he's really young, the sport is hard and the season is long. If he isn't self-conscious about his game experience and wants to continue, let him continue. Not every kid is a super-star and that's OK. It really took my oldest a couple of seasons before he wasn't a liability on the ice and I was always so nervous when he played because I was afraid he was going to make a mistake or cost his team a play or whatever. But at the end of the day, it's just a game, and he had fun, which is what counted.