McCrory died of breast cancer at her home in London on 16 April 2021, aged 52.[37][38][39] Announcing the death on Twitter, husband Damian Lewis stated that she had died "peacefully at home, surrounded by a wave of love from friends and family."[40][41] She had kept her diagnosis private while receiving treatment and continuing to work. "Very, very few people" knew of her illness before her death as she did not want her illness to overshadow her professional and charitable work.[42]
She was filming for series 6 of Peaky Blinders at the time of her death. As she could not complete her scenes, the storyline had to be altered, and the production was forced to reshoot certain parts.[16] Other than Peaky Blinders, her last appearances include the 2016 stage production of The Deep Blue Sea at the National Theatre, one episode of the show Have I Got News For You in 2019, His Dark Materials, 2020 ITV drama Quiz, BBC drama Roadkill, and animated film Charlotte