On June 6, 1944, her son Ethan Allen was killed during the Normandy Landings. Allen was serving with the Royal Canadian Air Force. After suffering from mental health issues for several years, Preston died by suicide on the night of December 23, 1946, jumping out of a window of her fifth-floor apartment in the Stanhope Hotel of New York City and landing in a courtyard of the hotel. According to her companion, Lillian Turner, Preston had been in poor health, depressed and nervous. Turner had just given Preston a glass of milk and then went into the living room of the apartment to read. When she heard no sounds coming from Preston's bedroom, she entered it, finding a window open and Preston gone. Preston's pyjama-clad body was discovered in an alleyway behind the hotel. Preston's mother, Helen Steele, was living at the same hotel at the time. Today, Preston's home on Lake Naivasha is inhabited by the 7th Earl of Enniskillen. It has been alleged that American publishing executive Michael Temple Canfield (1926–1969) was the illegitimate son of Prince George and Preston. According to various sources, both Prince George, Duke of Kent, the uncle of British queen Elizabeth II and Laura Spencer-Churchill, Duchess of Marlborough, Canfield's second wife, shared this belief. Canfield was born in 1926 and was the adopted son of Cass Canfield, American publisher of Harper and Row. Michael Canfield attended The Groton School, before serving in the United States Marine Corps during World War II and was wounded at Iwo Jima. He graduated from Harvard University in 1951 and worked as London representative of Harper and Row. He married twice, first to Caroline Lee Bouvier, younger sister of Jacqueline Kennedy, in 1953 (divorced in 1958) and then to (Frances) Laura Ward, Countess of Dudley in 1960. Canfield died on December 20, 1969, of a heart attack, while on a New York-to-London flight, at the age of 43. Preston is referenced in James Fox's best-selling investigative non-fiction book "White Mischief" (1982). Together with other personalities of the Happy Valley set, she appears as a fictional character in Paul Di Filippo's short story "A Happy Valley at the End of the World", included in the author's collection of short stories "Lost Pages" (1998). She also appears as a character in Clint Jefferies' play "African Nights".