While touring in The Hague, Pavlova was told that she had pneumonia and required an operation. She was also told that she would never be able to dance again if she went ahead with it. She refused to have the surgery, saying "If I can't dance then I'd rather be dead." She died of pleurisy, in the bedroom next to the Japanese Salon of the Hotel Des Indes in The Hague, three weeks short of her 50th birthday.
Victor Dandré wrote that Anna Pavlova died a half hour past midnight on Friday, January 23, 1931, with her maid Marguerite Letienne, Dr. Zalevsky and himself at her bedside. Her last words were, "Get my 'Swan' costume ready."[11]
In accordance with old ballet tradition, on the day she was to have next performed, the show went on as scheduled, with a single spotlight circling an empty stage where she would have been. Memorial services were held in the Russian Orthodox Church in London. Anna Pavlova was cremated, and her ashes placed in a columbarium at Golders Green Crematorium, where her urn was adorned with her ballet shoes (which have since been stolen).
Pavlova's ashes have been a source of much controversy, following attempts by Valentina Zhilenkova and Moscow mayor Yury Luzhkov, to have them flown to Moscow for interment in the Novodevichy Cemetery. These attempts were based on claims that it was Pavlova's dying wish that her ashes be returned to Russia following the fall of Communism. These claims were later found to be false, as there is no evidence to suggest that this was her wish at all. The only documentary evidence that suggests that such a move would be possible is in the will of Pavlova's husband, who stipulated that if Russian authorities agreed to such a move and treated her remains with proper reverence, then the crematorium caretakers should agree to it. Despite this clause, the will does not contain a formal request or plans for a posthumous journey to Russia.
The most recent attempt to move Pavlova's remains to Russia came in 2001. Golders Green Crematorium had made arrangements for them to be flown to Russia for interment on 14 March 2001, in a ceremony to be attended by various Russian dignitaries. This plan was later abandoned after Russian authorities withdrew permission for the move. It was later revealed that neither Pavlova's family nor the Russian Government had sanctioned the move and that they had agreed the remains should stay in London