Hendes helbred blev dårligere i 1925, og hun døde af [[pernicious anemia]] (mangel på [[vitamin B12]]) i [[Greenville (Ohio)|Greenville]], [[Ohio]] i en alder af 66 år den 3. november 1926.<ref>{{cite news |title=Champion Rifle Shot. Chipped Ash From Wilhelm's Cigarette. Bullets Lifted Home Mortgage. |url=https://www.nytimes.com/1926/11/14/archives/annie-oakley-known-by-gun-champion-rifle-shot-a-sufficient-address.html |work=The New York Times |date=14. november 1926 |access-date=8. april 2009}}</ref><ref>{{cite news |title=Little Sureshot |url=http://www.time.com/time/magazine/article/0,9171,722700,00.html |quote=As it must to all men, Death came to Mrs. Annie Oakley. Butler, 66, most marked markswoman in history, at Greenville, Ohio, after long illness. |work=[[Time magazine]] |date=15. november 1966 |access-date=8. april 2009 |archive-date=31. januar 2011 |archive-url=https://web.archive.org/web/20110131222120/http://www.time.com/time/magazine/article/0,9171,722700,00.html |url-status=dead }}</ref> Hun blev [[Kremering|kremeret]] og hendes [[Aske (mineralsk)|aske]] blev begravet på Brock Cemetery, nær Greenville.<ref name="CE" /><ref name=OhGraves>{{cite web |author=<!--none given--> |title=Famous Ohio Gravesites |url=http://www.ohiotraveler.com/Venue%20Files/famous_ohio_gravesites.htm |access-date=22. maj 2013 |work=ohiotraveler.com |archive-date=25. oktober 2006 |archive-url=https://web.archive.org/web/20061025224332/http://www.ohiotraveler.com/Venue%20Files/famous_ohio_gravesites.htm |url-status=dead }}</ref><ref name="AmExAOBio" />
Pseudonymer Historie