Just before noon on 8 March 1900, after a matinee where she was playing the role of the confidant Zaïde in Jean Racine's play Bajazet at the Comédie-Française, an explosion and fire broke out. Henriot was on the fourth floor of the theater. Her dresser had a better knowledge of place and could find her own way out and through a window. Mary Marquet told her to get out of the fire, however Henriot was trying to find her little dog, which was a gift from Le Bargy, whom she had recently broken-up with. Henriot was still wandered around the building when she died of asphyxiation. Her body was later found, but it was unrecognisable, her face blackened, burnt hair and body convulsed. Her mother identified the body in the morgue.

Two days later, a large crowd gathered at her funeral, and the convoy passed through Paris to the church of Saint-Honoré-d'Eylau, the Montmartre cemetery. Shortly after her death, the Comédie-Française wanted a portrait of Henriot. On the advice of her mother, they gave the portrait painter Carolus-Duran the task of making a portrait of Henriot, having previous painted another actress Jeanne Samary in 1885. Carolus-Duran had known Henriot and was inspired by the photographs taken by Reutlinger, which were published on postcards.

A year after her death on 8 March 1901, a memorial service was held in Saint-Roch, Paris, where her friends went to her tomb which was sculpted by Denys Puech above a white marble monument by the architect Marcel Dourgnon with the following words having been engraved on the base of the tomb: "À Jane Henriot, la Comédie-Française" (English: To Jane Henriot, the French-Comedy), with an inscription taken from an article by Émile Faguet: ...Elle est venue, Elle a souri, Elle a passé! (English: She came, She smiled, She has passed!)

• Belle Époque
• Theatre of France

• Henry Lyonnet, Dictionnaire des comédiens français

• Media related to Jane Henriot at Wikimedia Commons