He died of apoplexy in London in 1875 and was buried on the eastern side of Highgate Cemetery. The inscription on the headstone above his plot (no.20952) has completely worn away.
References
This article incorporates text from a publication now in the public domain: Bryan, Michael (1886). "Danby, James Francis". In Graves, Robert Edmund (ed.). Bryan's Dictionary of Painters and Engravers (A–K). Vol. I (3rd ed.). London: George Bell & Sons.