When Pearson was writing his will (held in National Archives, PROB 11/1931, Image Reference 227/203) in July 1839, he noted that he was "formerly of Bombay" but currently was "of Liverpool House, Dover" (actually Walmer, Kent) and was residing in Boulogne sur Mer, Kingdom of France. He continued to live in Boulogne sur Mer and was there when he wrote a final codicil to his will on 14 January 1840. In his will Pearson wrote that he wished to be buried where he died in the plainest manner possible. Evidence from the proving of his will on 28 July 1840 would suggest that he died in Boulogne sur Mer in mid July 1840 and is probably buried there. Another source gives his date of death as 13 April 1840.