According to Madaline Joan Cottage aka Little Patty she and Zero were in bed when he picked up a .22 Caliber Iver & Johnson revolver. After Patty told Zero that there was only one bullet in the gun he spun the cylinder, placed the muzzle against his head and shot himself. Later an anonymous man told a Los Angeles Times writer that he was present when Zero died. According to the man Zero didn't kill himself but one of the girls shot him.