On February 3, 1896, French committed suicide, shooting himself through the heart.<ref name=nytimesobit/> A family member commented:
On February 3, 1896, French committed suicide, shooting himself through the heart.<ref name=nytimesobit/> A family member commented:
{{cquote|I cannot believe that French was a suicide. I now know how he loved and revered his wife, and he would not have left her alone in this world. I hate just as much to believe that he was deprived of reason. Never in his life did anything that he ever did indicate that this could be. He had been unfortunate to an exasperating degree, but I know that, had he lived, plans that he had well laid would have brought him a large amount of money to a certainty.|||''The New York Times'', February 4, 1896}}
{{cquote|I cannot believe that French was a suicide. I now know how he loved and revered his wife, and he would not have left her alone in this world. I hate just as much to believe that he was deprived of reason. Never in his life did anything that he ever did indicate that this could be. He had been unfortunate to an exasperating degree, but I know that, had he lived, plans that he had well laid would have brought him a large amount of money to a certainty.|||''The New York Times'', February 4, 1896}}
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The funeral was held three days later, "conducted with the utmost privacy"; the rituals were read by Rev. Gouverneur Morris Wilkins of St. Andrew's Protestant Episcopal Church, and the only attendees were the late French's immediate family members and several associates.<ref>February 7, 1896. [https://timesmachine.nytimes.com/timesmachine/1896/02/07/104110687.pdf Last Rites over Stephen B. French.] ''The New York Times''. Retrieved May 25, 2023.</ref> French's body was transported to Sag Harbor, where he is interred.