Reilly was executed in a forest near Moscow on Thursday, 5 November 1925. Eyewitness Boris Gudz claimed the execution was supervised by an OGPU officer, Grigory Feduleev, while another OGPU officer, Grigory Syroezhkin, fired the final shot into Reilly's chest. Gudz also confirmed that the order to kill Reilly came from Stalin directly. Within months after his execution, various outlets of the British and American press carried an obituary notice: "REILLY—On the 28th of September, killed near the village of Allekul, Russia, by S. R. U. Troops. Captain Sidney George Reilly, M. C., beloved husband of Pepita Reilly." Two months later, on 17 January 1926, "The New York Times" reprinted this obituary notice and, citing unnamed sources in the intelligence community, the paper asserted that Reilly had been somehow involved in the still ongoing scandal of the "Zinoviev Letter", a fraudulent document published by the British "Daily Mail" newspaper a year prior during the general election in 1924.