In November 1938, Webb's health began to decline; for a time, however, he continued to play, refusing to give up touring so that his band could remain employed during the Great Depression. He disregarded his own discomfort and fatigue, which often found him passing out from physical exhaustion after finishing sets. Finally, he had a major operation at Johns Hopkins Hospital in Baltimore in 1939. Webb died from Pott disease on June 16, 1939, in Baltimore. Reportedly his last words were, "I'm sorry, I've got to go." Webb was buried in Baltimore County, in Arbutus Memorial Park, in Arbutus, Maryland.