 McCaughey suffered from nephritis and he died from heart failure at Yanco on 25 July 1919 and was buried in the grounds of St John's Presbyterian Church in Narrandera.He never married.McCaughey was a generous philanthropist, he donated £10,000 to the Dreadnought Fund, £10,000 to Dr Barnardo's Homes, gave liberally to the Red Cross and other war charities besides insuring 500 soldiers at £200 each.