Less than four months after the deaths of his maternal aunt, Alice, Grand Duchess of Hesse and cousin, Marie, Waldemar became seriously ill with diphtheria and died in Berlin, Germany on 27 March 1879.
Kurang dari 4 bulan setelah kematian bibinya, Alice, Istri Adipati Hesse dan sepupu, May, Waldemar jatuh sakit serius dengan diphtheria dan meninggal di Berlin, Jerman pada tanggal 27 Maret 1879.