After completing his term of office as Governor of NSW, Phillip Gidley King and his family returned to England. He died in Tooting, near London on 3 September 1808. His wife Anna Josepha and family returned to Australia. She died in 1844 and was buried in St Mary Magdalene Cemetery. In 1988 the memorial slab covering Phillip Gidley King's grave in England was shipped to Australia, to be set in concrete next to the enclosure surrounding his wife's grave. His body remained in England.
