Later that year, he joined Sir John Norris in the Battle of Zutphen, fighting for the Protestant cause against the Spanish. During the battle, he was shot in the thigh and died of gangrene 26 days later, at the age of 31. According to the story, while lying wounded he gave his water to another wounded soldier, saying, "Thy necessity is yet greater than mine". As he lay dying, Sidney composed a song to be sung by his deathbed. This became possibly the most famous story about Sir Phillip, intended to illustrate his noble and gallant character. It also inspired evolutionary biologist John Maynard Smith to formulate a problem in signalling theory which is known as the Sir Philip Sidney game.
Sidney's body was returned to London and interred in the Old St. Paul's Cathedral on 16 February 1587. The grave and monument were destroyed in the Great Fire of London in 1666. A modern monument in the crypt lists him among the important graves lost.
Already during his own lifetime, but even more after his death, he had become for many English people the very epitome of a Castiglione courtier: learned and politic, but at the same time generous, brave, and impulsive. The funeral procession was one of the most elaborate ever staged, so much so that his father-in-law, Francis Walsingham, almost went bankrupt. Never more than a marginal figure in the politics of his time, he was memorialised as the flower of English manhood in Edmund Spenser's Astrophel, one of the greatest English Renaissance elegies.
An early biography of Sidney was written by his friend and schoolfellow, Fulke Greville. Traditionally depicted as a staunch and unwavering Protestant, recent biographers like Katherine Duncan-Jones have suggested that Sidney's religious loyalties were more ambiguous.