Branson was discovered dead in a cistern on the grounds of her villa on 4 May 1929. She had been slain by a single bullet to the forehead that was fired, neighbors believed, around 9pm the previous evening. Initially local police theorized that Branson had committed suicide, but in England her family balked at this claim. Within a few days, however, Chief Inspector Alexandre Guibal of the Marseilles police judiciaire had taken charge of the case and announced that the family's darkest fears were correct: Branson's mysterious death was indeed a case of foul play. Guibal had discovered bloodstains within Branson's villa and he surmised from this, reasonably enough, that the artist "could not have shot herself and then walked to a tank 20 yards away in stockinged feet and a nightdress."