The Norwegian government provided him with a pension. In the spring 1903, Grieg made nine 78-rpm gramophone recordings of his piano music in Paris; all of these historic discs have been reissued on both LPs and CDs, despite limited fidelity. Grieg also made live-recording player piano music rolls for the Hupfeld Phonola piano-player system and Welte-Mignon reproducing system, all of which survive today and can be heard. He also worked with the Aeolian Company for its 'Autograph Metrostyle' piano roll series wherein he indicated the tempo mapping for many of his pieces.
In 1906, he met the composer and pianist Percy Grainger in London. Grainger was a great admirer of Grieg's music and a strong empathy was quickly established. In a 1907 interview, Grieg stated: “I have written Norwegian Peasant Dances that no one in my country can play, and here comes this Australian who plays them as they ought to be played! He is a genius that we Scandinavians cannot do other than love.”[14]
Edvard Grieg died in Municipal Hospital, in Bergen, Norway, in the late summer of 1907, aged 64, from heart failure. He had suffered a long period of illness. His final words were "Well, if it must be so." The funeral drew between 30,000 and 40,000 people out on the streets of his home town to honor him. Following his wish, his own Funeral March in Memory of Rikard Nordraak was played in an orchestration by his friend Johan Halvorsen, who had married Grieg's niece. In addition, the Funeral March movement from Chopin's Piano Sonata No. 2 was played. Grieg was cremated, and his ashes were entombed in a mountain crypt near his house, Troldhaugen. The ashes of his wife were later placed with his.
Edvard Grieg and his wife considered themselves Unitarians and Nina went to the Unitarian church in Copenhagen after his death