Frank Nelson never became an old man. Toward the end of his life his body could not fulfill the demands of his spirit, and he was not able to undertake as much nor see as many people as he wished, but he never neglected any responsibility. At times he could not keep going and had to stop on the street to rest because too much exertion caused pain, but he would not spare himself nor did he ever complain. He was a happy soldier who smiled through his closing years.

In 1931-1932 he suffered from a blocking off of the blood vessels that drain the leg, a condition which has very serious possibilities. He weighed these possibilities, says Dr. Richard S. Austin, but like most patients he figured there was always the chance that he might not have to pay the price. He was like the physician who when told to practice what he preached replied, "Did you ever know a sign-post to walk down the road?" He bore his illness with fortitude, concealing from his family and friends the vexation that he felt as the activities which were life itself to him were curtailed more and more. When entering the church in procession with the choir, he would never use a cane though he was often suffering acutely, but squaring himself, and throwing back his shoulders, he would march resolutely on. As he crossed the chancel to enter his pulpit, something of his old vigor was apparent, and as he preached, his voice was strong and clear. If he was less animated, he was no less intense, no less the tremendously invigorating preacher. One day in the parish house Canon Symons met him carrying a heavy bag. He was about to leave for one of his frequent periods in the hospital, and Canon Symons remonstrated with him and tried to take his bag, but Mr. Nelson refused, saying, "No, I won't. I would rather drop in my tracks than to save myself and spend endless days in hospitals."

At the Annual Meeting of the Parish on April 10, 1939, Mr. Nelson presented his resignation, "not because I want to quit, but I am concerned that this parish should not weaken. This church is facing, as every church is facing, a new day; and it needs the leadership of younger and stronger men." It was accepted with marked reluctance to take effect when his successor should be chosen and had arrived. On May 21st the parish and many of his friends outside Christ Church celebrated his forty years' ministry in the one church and city, and there was a singular out-pouring of people.

At the conclusion of the observance he wrote a friend:

In a letter to another friend he said:

He had given the church and city a lifetime of service, loyalty, and love, and the place he held in the affections of his people had been abundantly made known to him.

In July before the last Sunday he was scheduled to preach, he was stricken by a heart attack, and so his ministry came to a close without further sadness of farewell. He spent a few weeks in the hospital, and improved sufficiently to journey to his beloved Cranberry Isles accompanied by his wife and daughter. But a doctor, knowing what others did not realize, broke down and wept when Mr. Nelson left the hospital. His friends and he himself felt confident that a protracted rest would do the work of healing. In August he sustained another and a more severe attack, and as the chilling, autumn winds blew in from the Atlantic they brought him to the Phillips House in Boston. He saw no one at first, but then he grew restless, and the doctor permitted visitors. There were many, and as he was making no progress, he was moved to the old family home in North Marshfield, near Cape Cod. There as a boy he had roamed the spacious, rambling house and the bright fields, and there his parents had lived the last twenty-five years of their lives. The lovely, old home with its atmosphere of peace brought back many tender memories. In the absolute quiet of these surroundings which he loved, he lingered some two weeks. With another attack he lapsed into unconsciousness, and his boyhood friend, the late Dean Philemon F. Sturges of Boston, came down to be with the family. On the morning of October 31st as the end approached, Dean Sturges knelt beside him and in the dear familiar words of the Prayer Book said, "Lift up your hearts," and the family bravely responded, "We lift them up unto the Lord." The Dean continued, "It is very meet, right, and our bounden duty, that we should at all times, and in all places, give thanks unto Thee, O Lord." It was meet and right that Frank Nelson should depart this life on such a note of thanksgiving.

At the burial in Cincinnati, November Third, the parish, life-long friends, and representatives of the city thronged Christ Church not to say "Farewell," but "Hail!", for as Alfred Segal grandly put it, "He was like one going away to gather in his victory." For a night and a day preceding the service, his body lay in the beautiful chapel of his own creation, and great numbers of men, women and children of all faiths came to pay a final tribute. The burial service was the same as he himself had always used, only read now by his successor, and the Bishop of the Diocese. To his friends and beloved people it all seemed passing strange if not unreal. Frail beings that we are, we had never sensed more than a vague possibility that his ministry would one day terminate. It was not past human knowing, of course, but it was beyond the grasp of human imagining that the day would come when Frank Nelson would no longer walk the city's streets, no longer hurry to the distant suburbs. We felt this way because in an unusual sense men loved this servant of the servants of God in Cincinnati who had dwelt among them for forty years. Yet the great congregation rose above human grief and surmounted the consciousness of personal loss in the tremendous note of triumph and thankfulness that prevailed throughout the simple service from its opening sentences, "I am the resurrection and the life," to the Bishop's final words of commitment, "Unto God's gracious mercy and protection." They sang only hymns of victory, hymns that he especially loved and which were expressive of his faith and spirit: John Bunyan's "He who would valiant be," and "There is a wideness in God's mercy." The recessional moved to the church door to the triumphant words "For all the saints who from their labors rest," set to the stirring tune of R. Vaughan Williams. Thus in the simplicity and dignity of the things said and done there that afternoon did the passing of this noble minister symbolize the destiny of all mankind.

They took him to beautiful Spring Grove Cemetery and laid him beneath a majestic sycamore tree whose spreading branches seemed to represent the out-reach of his life. Years ago at his behest Christ Church had been given a plot of ground for the poor, the friendless, and the forgotten of men, "God's Acre." There, by his express wishes, Frank Nelson lies among the least of his flock, the faithful shepherd who called his own by name. Then every man "went away again unto his own home."

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