Mary Austen nee Lloyd, the wife of James Austen, was present at Jane’s death. She wrote the following passage in her diary (See image below)
17 July 1817 “Jane Austen was taken for death about ½ past 5 in the Evening”
18 July 1817 Jane breathed her last ½ after four in the morn; only Cass[andra] and I were with her. Henry came, Austen & Ed came, the latter returned home”
Read a sad but fascinating account of Jane’s final hours, Jane Austen’s Final Resting Place, at Hantsweb.
Jane spent her last days in a small house in Winchester, near a doctor of some repute. She wrote in May:
I live chiefly on the sofa, but am allowed to walk from one room to the other. I have been out once in a sedan-chair, and am to repeat it and be promoted to a wheeled chair as the weather serves.” And speaking of her illness she remarks, “On this subject I will only say further that my dearest sister, my tender watchful, indefatigable nurse has not been made ill by her exertions. As to what I owe to her, and to the anxious affection of all my beloved family on this occasion, I can only cry over it, and pray to God to bless them more and more. – Chapter XXIII, Jane Austen: Her Homes & Her Friends (John Lane The Bodley Head, 1923) by Constance Hill.
Jane died on July 18, 1817. Cassandra, Jane’s dear sister, wrote these affecting words:
Since Tuesday evening, when her complaint returned, there was a visible change, she slept more and much more comfortably; indeed, during the last eight-and-forty hours she was more asleep than awake. Her looks altered and she fell away, but I perceived no material diminution of strength, and, though I was then hopeless of a recovery, I had no suspicion how rapidly my loss was approaching.
I have lost a treasure, such a sister, such a friend as never can have been surpassed. She was the sun of my life, the gilder of every pleasure, the soother of every sorrow; I had not a thought concealed from her, and it is as if I had lost a part of myself. I loved her only too well — not better than she deserved, but I am conscious that my affection for her made me sometimes unjust to and negligent of others; and I can acknowledge, more than as a general principle, the justice of the Hand which has struck this blow.
You know me too well to be at all afraid that I should suffer materially from my feelings; I am perfectly conscious of the extent of my irreparable loss, but I am not at all overpowered and very little indisposed, nothing but what a short time, with rest and change of air, will remove. I thank God that I was enabled to attend her to the last, and amongst my many causes of self-reproach I have not to add any wilful neglect of her comfort.
She felt herself to be dying about half-an-hour before she became tranquil and apparently unconscious. During that half-hour was her struggle, poor soul! She said she could not tell us what she suffered, though she complained of little fixed pain. When I asked her if there was anything she wanted, her answer was she wanted nothing but death, and some of her words were: “God grant me patience, pray for me, oh, pray for me!” Her voice was affected, but as long as she spoke she was intelligible.
Read the rest of the letter on the Republic of Pemberley website. 
Click here for my previous post on this sad subject.
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Jane Austen's World 