Simpson allegedly left him in his nurse Julie Chatard Alexander's care while he died following a battle with throat cancer. The Duke's wife was not with him when he died.
"Poor fellow," Alexander said. "He would call her name over and over: 'Wallis, Wallis, Wallis.' Or, 'Darling, Darling.' It was pathetic and so sad, like a lamb calling for its mother."
See photos of Wallis Simpson and King Edward VIII together:
Wallis Simpson and King Edward VIII
Wallis Simpson and King Edward VIII
(Original Caption) 1937- France: Edward VIII, Duke of Windsor, sits with his wife Wallis Simpson at the Chateau de Cands in France. Photo shows a close-up view of the couple.
Edward VIII and Wallis Simpson posing at the Castle of Conde on their wedding day. Monts, 3rd June 1937 (Photo by Mondadori Portfolio via Getty Images)
King Edward VIII and Wallis Simpson, Portrait while on Mediterranean Holiday, 1936, from the Documentary Film, 'A King's Story', Columbia Pictures, 1965. (Photo by: Universal History Archive/UIG via Getty Images)
The Prince Of Wales, Later King Edward Viii, At Ascot Races With Wallis Simpson In 1935. Edward Viii, Edward Albert Christian George Andrew Patrick David, Later The Duke Of Windsor, 1894 ï¿½ 1972. King Of The United Kingdom. Wallis Simpson, Previously Wallis Spencer, Later The Duchess Of Windsor, 1896 - 1986. American Socialite Whose Third Husband, Prince Edward, Duke Of Windsor, Formerly King Edward Viii, Abdicated His Throne To Marry Her. From Edward Viii His Life And Reign. (Photo by: Universal History Archive/UIG via Getty Images)
2nd January 1939: The Duke (1894 - 1972) and Duchess (1896 - 1986) of Windsor, (formerly Edward VIII and Wallis Simpson) at their home, the Villa La Croe in Cap D'Antibes, Cannes in France, where they spent the New Year. (Photo by Fox Photos/Getty Images)
(Eingeschrï¿½kte Rechte fï¿½r bestimmte redaktionelle Kunden in Deutschland. Limited rights for specific editorial clients in Germany.) *23.06.1894-28.05.1972+(als Edward VIII. von Jan.-Dez. 1936Kï¿½nig von England)- zusammen mit seiner Frau Wallis Simpson1939 (Photo by ullstein bild/ullstein bild via Getty Images)
circa 1940: The Duke and Duchess of Windsor, formerly King Edward VIII (1894 - 1972) and Wallis Simpson (1896 - 1986) amongst the audience at a performance. (Photo by Weegee(Arthur Fellig)/International Center of Photography/Getty Images)
(Original Caption) 12/10/1940- Miami, FL- The Duke and Duchess of Windsor wave a greeting from the palatial yacht Southern Cross as they arrived in Miami, FL, December 19. Mayor Alexander Orr, Jr., of Miami, left, greets them. It was the first time the Duke, now Governor General of the Bahamas, visited the U.S. in 16 years. The Duchess hadn't done so in 12. After their arrival, the Duchess underwent a successful operation for removal of a tooth.
2nd May 1941: The Duke and Duchess of Windsor, formerly King Edward VIII (1894 - 1972) and Wallis Simpson (1896 - 1986) receive a royal welcome upon their arrival in Miami, Florida. On the left stands Mayor Alexander Orr. (Photo by Keystone/Getty Images)
LONDRES, ROYAUME-UNI - 14 AVRIL: Le duc de Windsor Edward VIII et la duchesse de Windsor Wallis Simpson a Victoria station le 14 avril 1949, a Londres, Royaume-Uni. (Photo by Keystone-France\Gamma-Rapho via Getty Images)
NEW YORK, NY - 1945: Le duc de Windsor Edward VIII et la duchesse de Windsor Wallis Simpson, a bord du navire 'Argentina' en 1945 New York City. (Photo by Keystone-France\Gamma-Rapho via Getty Images)
Duke of Windsor, Edward VIII, and Duchess of Windsor, Wallis Simpson sitting with their dogs.
PA Photo 22/11/1963: The Duke and Duchess of Windsor arriving at Victoria Station in London. King of Great Britain and Northern Ireland in 1936, Edward VIII abdicated in order to marry an American divorcee, Wallis Simpson (pictured). He was created Duke of Windsor in 1937. (Photo by PA Images via Getty Images)
Edward VIII Windsor and Wallis Simpson, the Duke and Duchess of Windsor, on beach, during the 17th Venice Intenational Film Festival. Venice (Italy), 1956. (Photo by Emilio Ronchini/Mondadori Portfolio via Getty Images)
SOUTHAMPTON, ROYAUME-UNI - 05 JUIN: Le duc de Windsor Edward VIII et la duchesse de Windsor Wallis Simpson a leur arrivee a bord du paquebot 'United States' le 5 juin 1936, a Southampton, Royaume-Uni. (Photo by Keystone-France\Gamma-Rapho via Getty Images)
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According to People, Simpson had reportedly also told a longtime friend, Herman Rogers, that she loved him. Though she met him as her first marriage was falling apart, Rogers was married to her friend, Katherine, so she stayed away, eventually marrying King Edward VIII. Rogers gave her away at the ceremony.
After Katherine died and Rogers remarried, Simpson told his new wife, "He's the only man I've ever loved."
"She became rude, odious," Simpson's friend Lady Gladwyn said after Rogers' remarriage. "She spent all her time staying in nightclubs until dawn and sending the Duke home early: 'Buzz off, mosquito.'"