Sir Thomas Gascoigne died at Parlington on Sunday 11 February 1810, aged sixty-five. His only son and heir, Thomas Charles Gascoigne, had been killed in a hunting accident four months earlier in October 1809 and it was widely suggested by both friends and by reports in the press that Sir Thomas's own death ‘was accelerated’ by this loss. According to the European Magazine and the Morning Chronicle Sir Thomas ‘had been in a declining state for some time past’ and ‘never recovered from the deep wound which the loss of his son had inflicted upon him’. The death of his son caused Gascoigne deep anguish. Not only had he lost a child he loved but he had also lost his sole heir; upon his own death Sir Thomas knew that both ‘the title and family’ would ‘become extinct’. Without a direct descendant to continue the Gascoigne line everything Sir Thomas and his family had nurtured and developed since the late sixteenth century would pass to other hands. Sir Thomas – ‘the nearly heart-broken father’ – felt this so profoundly that he even had it inscribed on his son's epitaph in capital letters: ‘WITH THE PARENT THE FAMILY WILL BECOME EXTINCT’. With ‘no Heir at Law’ upon his death, Gascoigne's ‘princely possessions in the West Riding of Yorkshire’ – with an annual income in excess of £12,000 – passed to Richard Oliver, the husband of Mary Turner, Sir Thomas's stepdaughter. In accordance with Sir Thomas's will, upon inher-iting the estates Richard Oliver assumed the surname and arms of Gascoigne in order that the name at least, if not the family or title, endured. Yet there is every indication that this was of little consolation for the ageing baronet.

Throughout his life Sir Thomas, like his forebears in the earlier eighteenth century, had struggled to adapt the family's Catholicism within a changing English society. Whereas on the Continent his faith facilitated his standing and successes, in Anglican England it posed a significant obstacle to his social and political aspirations. As such, a cynic might see nothing but calculation in Sir Thomas's apostasy and subsequent political career.