They slept in Mr. Strode's house at Downside, near Shepton Mallet, and then went on in the direction of the New Forest and Lymington. On Cranbourne Chase their horses failed, and disguising themselves as rustics they pursued their journey on foot, Grey soon separating from the others. Next day one of the search parties under Richard, lord Lumley, afterwards first earl of Scarborough [q. v.], and Sir William Portman (1641?–1690) [q. v.] came on Grey, and the day after (8 July) on Buyse, and not long afterwards, at 7 A.M., on Monmouth, hidden in a ditch. From Ringwood, whither he was taken with the other prisoners, Monmouth was carried under the guard of Colonel Legge, who had orders to stab him in case of disturbance, by Farnham and Guildford to Vauxhall, whence a barge conveyed him to the Tower. Hither his children had preceded him, voluntarily followed by their mother.
Monmouth, whose courage had collapsed at the actual time of his capture (Dalrymple, i. 141, and n.), before leaving Ringwood addressed to the king a letter (published at the time, and repr. in Life of James II, pp. 32–3; Echard, iii. 771, &c.), in which, with many servile protestations of remorse, he entreated an interview in order to give to the king information of the utmost importance. This possibly reckless assertion has been variously interpreted to have referred to the Prince of Orange (cf. Dalrymple, u.s.) and to Sunderland (cf. Macpherson, Original Papers, i. 146; Life of James II, ii. 34–6; Fox, p. 269). Monmouth also wrote from Ringwood to the queen dowager and to Rochester (Ellis, Original Letters, 1st ser. iii. 343; Clarendon Correspondence, ed. Singer, i. 143). James II granted the interview demanded, and it took place on the afternoon of the day of the prisoner's arrival, at Chiffinch's lodgings (Lives of the Norths, ii. 6 n.) Monmouth seems to have striven to exaggerate the humiliation of his position. The king's account of the interview (Life, ii. 36 seqq.), though devoid of generosity, bears the aspect of truth; it seems to imply, in accordance with the statement of Burnet (iii. 53), that already on this occasion Monmouth offered to become a catholic. He was reminded by Dartmouth that his having declared himself king left him no hope of pardon, and the act of attainder previously passed against him made any trial unnecessary. His execution was fixed for the next day but one after his committal to the Tower. His appeal to the king for a short respite, even of a day, was refused (Ellis, Original Letters, 1st ser. iii. 346; Clarendon Correspondence, i. 144–5). It was dated 12 July, and advised the king to send troops into Cheshire (see Original Letters of the Duke of Monmouth, in the Bodleian Library, edited by Sir George Duckett for the Camden Society, 1879). To the bishops, Turner and Ken, who visited him, while seeking to avoid discussion of his political conduct, he spoke with sorrow of the bloodshed it had occasioned (Burnet, iii. 53–5), and, probably for his children's sake, declared in writing that Charles II had often in private denied to him the truth of the report as to the marriage with his mother, as well as that the title of king had been forced upon himself. On the other hand he refused to avow regret for his connection with Lady Wentworth, which he maintained to be morally blameless. Under these circumstances the bishops felt unable to administer the sacrament to him (Evelyn, ii. 471). He was more yielding towards Tenison, then vicar of St. Martin's, who at his request attended him early on the day of his death, but he too withheld the sacrament. On the same morning (Wednesday, 15 July) Monmouth took leave of his children and their mother (Roberts, ii. 132–134; Dalrymple, i. 144; Sidney Correspondence, i. 4n., 26 and n.; Burnet, i. 479; Hist. MSS. Comm. 7th Rep. App. pp. 264, 265, 268, 285). On the scaffold he avowed himself a member of the church of England, but declined specifically to profess the doctrine of non-resistance or to utter a ‘public and particular’ condemnation of his rebellion. He attempted once more to vindicate his relation with Lady Wentworth; after some hesitation responded by an ‘Amen’ to a repeated invitation to join in a prayer for the king; refused to make a dying speech, and died with perfect dignity, though the executioner (John Ketch) bungled his work. According to a trustworthy eye-witness, he struck the duke five blows and ‘severed not his head from his body till he cut it off with his knife’ (Verney MSS.) His remains were buried under the communion-table of St. Peter's Church in the Tower (Macaulay; Somers Tracts, i. 216; cf. Toulmin, pp. 493, 500; Plumptre, Life of Ken, i. 217 seqq.). The abstract of his speech on the scaffold published by his partisans seems fiction.
The duke had by his wife four sons and two daughters. One of the latter died in the Tower in August 1685. Of the sons, James, earl of Dalkeith, and Henry, created earl of Deloraine in 1706, survived their father. The latter is noticed separately. James, the elder son (1674–1705), married in 1693 Henrietta, daughter of Laurence Hyde, first earl of Rochester [q. v.]; he was buried in Westminster Abbey in March 1705,