In 1907 Musgrove produced a German grand opera company that introduced "Die Walküre" (The Valkyrie), "Romeo and Juliet" and "Hänsel und Gretel" to the Australian public, again under the baton of Gustave Slapoffski. Another opera season in 1909 was less successful. In his last years, Musgrove suffered from financial worries and poor health. In late 1914 Musgrove produced David Belasco's play "Du Barry" in Melbourne with his lover Nellie Stewart in the title role as well as his daughter Nancye Stewart as Marie Antoinette, age 16. Musgrove died suddenly at his home in Sydney on 21 January 1916, his sixty-second birthday.