In her later years, Anna Matveyevna dreamed of returning to her homeland, but her wish never came true.

Anna Pavlova passed away in The Hague from purulent pleurisy during a tour on January 23, 1931. She caught a cold after a rehearsal in a cold and unheated hall. According to biographers, before her death, the ballerina said: "Prepare my swan costume!".

The urn with Anna Pavlova's ashes is kept in a closed columbarium at the Golders Green crematorium in London. Next to her is the ashes of her common-law husband and impresario, Victor Dandre.