While in Mexico Price started having severe intestinal tract problems. These grew worse in August 1866 when he contracted typhoid fever. Impoverished and in poor health, Price died of cholera (or "cholera-like symptoms") in St. Louis, Missouri. The death certificate listed the cause of death as "chronic diarrhea". Price's funeral was held on October 3, 1867 in St. Louis. The funeral procession, with his body carried by a black hearse drawn by six matching black horses, was the largest funeral procession in St. Louis up to that point. He was buried in Bellefontaine Cemetery.