On April 14, 1912, Burnham and his wife were aboard the S.S." Olympic" of the White Star Line, traveling to Europe to tour Heidelberg, Germany. When he attempted to send a telegram to his friend Frank Millet who was traveling the opposite direction, from Europe to the United States, on the S.S." Titanic", he learned that the ship had sunk in an accident and Millet did not survive. Burnham died only 47 days later from colitis complicated by his diabetes and food poisoning from a meal eaten in Heidelberg.