One fall morning in 2003, she went for a walk around New York City with her longtime friend Mary Ann Caws and told the latter: "I feel sad." When Caws prompted her why, Heilbrun responded: "The universe." Afterward, she went home to her apartment. The next morning she was found dead, having taken sleeping pills and placed a plastic bag over her head. She left a suicide note, which read: "The journey is over. Love to all." She was 77 years old. According to her son, she had been in good health with no known physical or mental ailments, and she felt her life was "completed".