In his seventieth year, Ferguson, intending to prepare a new edition of the history, visited Italy and some of the principal cities of Europe, where he was received with honour by learned societies. From 1795 he resided successively at Neidpath Castle near Peebles, at Hallyards on Manor Water, and at St Andrews, where he died on 22 February 1816. He is buried in the churchyard of St Andrews Cathedral, against the east wall. His large mural monument includes a carved profile portrait in marble.
