Whites presence at the roof garden theatre of Madison Square Garden on the night of June 25, 1906 had been an impromptu decision. White had originally planned to be in Philadelphia on business; he postponed the trip when his son, Lawrence, made an unexpected visit to New York. They dined at Martin's, near the theatre, where Harry Kendall Thaw and his wife Evelyn Nesbit also dined; Thaw apparently saw White there.
That evenings theatrical presentation was the premiere performance of Mam'zelle Champagne. During the shows finale, "I Could Love A Million Girls", Thaw approached White, produced a pistol, and standing some two feet from his target, said "You've ruined my wife", and fired three shots at White, killing him instantly. Part of Whites face was torn away and the rest of his features were unrecognizable, blackened by gunpowder. The initial reaction of the crowd was one of good cheer, as elaborate party tricks among the upper echelon of New York society were common at the time. However, when it became apparent that White was dead, hysteria ensued.