In 1800 he received a considerable bequest from Elizabeth Rayner, a wealthy member of his congregation, and as a result his final years were spent in comfort. He died at home in Essex Street on 3 November 1808, and was buried in Bunhill Fields burial ground. By the request of Elizabeth Rayner, who had died in 1800, her remains were placed in the same grave. Lindsey was succeeded as minister at Essex Street from 1805 by Thomas Belsham, who wrote Lindsey's biography (published in 1812), and who, following his own death in 1829, was also buried in the same grave.