Alex died on September 6, 2007.[22] Alex's death came as a complete surprise; the average life span for African grey parrots is fifty years.[6][23] He had appeared healthy the day before but was found dead in the morning.[1] According to a press release issued by the Alex Foundation, "Alex was found to be in good health at his most recent annual physical about two weeks [before his death]. According to the vet who conducted the necropsy, there was no obvious cause of death."[1][3] According to Pepperberg, Alex's loss will not halt the research but will be a large setback.[3] The lab has two other birds, but their skills do not approach Alex's.[3]

The Alex Foundation posted the pathology results on October 4: "Alex died quickly. He had a sudden, unexpected catastrophic event associated with arteriosclerosis ("hardening of the arteries"). It was either a fatal arrhythmia, heart attack or stroke, which caused him to die suddenly with no suffering. There was no way to predict his demise. All of his tests, including his cholesterol level and asper levels, came back normal earlier that week. His death could not be connected to his current diet or his age; our veterinarian said that she has seen similar events in young (less than 10 year old) birds on healthy diets. Most likely, genetics or the same kind of low-level (impossible to detect in birds as yet) inflammatory disease that is related to heart disease in humans was responsible."

Alex's last words to Pepperberg were: "You be good. I love you."[24]