
After leaving the Presidency in January of 1909, Roosevelt left New York in March for a safari in east and central Africa. Roosevelt's party landed in Mombasa, British East Africa (now Kenya), traveled to the Belgian Congo (now Democratic Republic of the Congo) before following the Nile to Khartoum in modern Sudan. Roosevelt's party hunted for specimens for the Smithsonian Institution and for the American Museum of Natural History in New York. Roosevelt and his companions killed or trapped approximately 11,400 animals, ranging from insects and moles to hippopotamuses and elephants. These included 512 big game animals, including six rare white rhinos. Tons of animals and their skins were shipped to Washington. Responding to criticism for the large number of animals taken, Roosevelt said, "I can be condemned only if the existence of the National Museum, the American Museum of Natural History, and all similar zoological institutions are to be condemned."
When he returned, Roosevelt was displeased with his anointed successor William Howard Taft. He made a run for the Republican Party's presidential nomination in 1912, but Taft's organization out maneuvered him, so he ran as a third party candidate for the Bull Moose Party and ended up finished second in the popular and electoral vote. In the course of the campaign Roosevelt surviced an assassination attempt in Milwaukee and finished his speech before receiving medical treatment for his bullet wound.
He made another expedition, this time to South America to find the headwaters of the Rio da Duvida, (the "River of Doubt), and trace it to the Amazon River. He obtained a leg wound and contracted typhoid fever. He completed the journey despite serious health concerns, but lost 50 pounds and his health was adversely affected for the rest of his life.
When the first world war broke out, Roosevelt favoured US entry into the war. When the nation finally went to war in 1917, Roosevelt begged President Woodrow Wilson to let him lead a voluntary infantry division, but Wilson wisely refused the request. His youngest son Quentin, a pilot with the American forces in France, was shot down behind German lines in 1918. The death of his son distressed him greatly.

On January 6, 1919, Roosevelt died in his sleep at Oyster Bay of a coronary thrombosis (heart attack), preceded by a 2½-month illness described as inflammatory rheumatism. He was buried in nearby Youngs Memorial Cemetery. Upon receiving word of his death, his son Archie telegraphed his siblings simply saying "the old lion is dead."