At the time of the Glorious Revolution Sherburne was unable to swear the new oaths on grounds of his Roman Catholicism, and was forced to retire. As his petition to the then Master-General of the Ordnance the Earl of Romney went unanswered, it is likely he was supported in his final years by his cousin Sir Nicholas Sherburne of Stonyhurst Hall. He died on 4 November 1702 and is buried in the chapel of the Tower.