The 55-year-old former British Army officer died after being airlifted to a hospital in Punta Arenas, Chile, suffering severe exhaustion and dehydration.
|With David Beckham|
But Worsley was forced to call for help on Friday amid blizzard conditions, and in poor health he was airlifted to hospital.
Worsley's last statement sent from Antarctica said:
"The 71 days alone on the Antarctic with over 900 statute miles covered and a gradual grinding down of my physical endurance finally took its toll today, and it is with sadness that I report it is journey's end -- so close to my goal."
Prince William, a friend of Worsley and a patron of the Shackleton Solo Expedition, said he and his brother Prince Harry were saddened by the news.
"He was a man who showed great courage and determination," he said. "We are incredibly proud to be associated with him.
"Even after retiring from the Army, Henry continued to show selfless commitment to his fellow servicemen and women, by undertaking this extraordinary Shackleton solo expedition on their behalf."
Worsley's wife Joanna said:
'It is with heartbroken sadness I let you know that my husband Henry Worsley has died following complete organ failure; despite all efforts of ALE [Worsley's expedition team] and medical staff at the Clinica Magallanes in Punta Arenas, Chile.
"Henry achieved his Shackleton Solo goals: of raising over £100,000 ($142,000) for the Endeavour Fund, to help his wounded colleagues, and so nearly completing the first unsupported crossing of the Antarctic landmass. A crossing made, under exceptionally difficult weather conditions, to mark the 100th anniversary of Sir Ernest Shackleton's Endurance expedition -- his lifelong hero."