At this time, Hemingway was worried about money and about his safety.[138] He worried about his taxes, and that he would never return to Cuba to retrieve the manuscripts he had left there in a bank vault. He became paranoid and thought the FBI was actively monitoring his movements in Ketchum.[141][142] The FBI had opened a file on him during World War II, when he used the Pilar to patrol the waters off Cuba, and J. Edgar Hoover had the agent in Havana watch Hemingway during the 1950s.[143] By the end of November Mary was at wits' end and Saviers suggested Hemingway go to the Mayo Clinic in Minnesota, where he may have believed he was to be treated for hypertension.[141] The FBI knew Hemingway was at the Mayo Clinic, as an agent later documented in a letter written in January 1961.[144] In an attempt at anonymity, he was checked in under Saviers' name.[140] Meyers writes that "an aura of secrecy surrounds Hemingway's treatment at the Mayo", but confirms he was treated with electroconvulsive therapy as many as 15 times in December 1960, then in January 1961, he was "released in ruins".[145] Reynolds accessed Hemingway's records at the Mayo which indicate the combination of medications may have created a depressive state, for which he was treated.[146]
Hemingway Memorial above Trail Creek in Sun Valley, inscribed: "Best of all he loved the fall, the leaves yellow on cottonwoods, leaves floating on trout streams, and above the hills the high blue windless skies"
Three months later in April 1961, back in Ketchum, one morning in the kitchen Mary "found Hemingway holding a shotgun". She called Saviers who sedated him and admitted him to the Sun Valley hospital; from there he was returned to the Mayo Clinic for more electro shock treatments.[147] He was released in late June and arrived home in Ketchum on June 30. Two days later, in the early morning hours of July 2, 1961, Hemingway "quite deliberately" shot himself with his favorite shotgun.[148] He unlocked the basement storeroom where his guns were kept, went upstairs to the front entrance foyer of their Ketchum home, and "pushed two shells into the twelve-gauge Boss shotgun ...put the end of the barrel into his mouth, pulled the trigger and blew out his brains".[149] Mary called the Sun Valley Hospital, and a doctor quickly arrived at the house. Despite his finding that Hemingway "had died of a self-inflicted wound to the head", the story told to the press was that the death had been "accidental".[150]
During his final years, Hemingway's behavior was similar to his father's before he himself committed suicide;[151] his father may have had the genetic disease hemochromatosis, in which the inability to metabolize iron culminates in mental and physical deterioration.[152] Medical records made available in 1991 confirm that Hemingway's hemochromatosis had been diagnosed in early 1961.[153] His sister Ursula and his brother Leicester also committed suicide.[154] Added to Hemingway's physical ailments was the additional problem that he had been a heavy drinker for most of his life.[110]
Hemingway's family and friends flew to Ketchum for the funeral which was officiated by the local Catholic priest, who believed the death accidental.[150] Of the funeral (during which an altar boy fainted at the head of the casket), Hemingway's brother Leicester wrote: "It seemed to me Ernest would have approved of it all."[155]
In a press interview five years later, Mary Hemingway admitted that her husband had committed suicide.