Death is also known as the Pale Horseman and is affiliated with Famine, War and Pestilence. He is one of the Four Horsemen of the Apocalypse. According to him, he is the only being in existence that will persist forever. He is released by Lucifer as part of the Apocalypse. Death states that eventually he will reap God, as everything that lives must die. Prior to Season 5 Death had been secured in a magical coffin 600 feet under the Earth as his power is apparently too dangerous to allow him to roam freely.

In Abandon All Hope, Lucifer performs a bloody ritual and Death is seen to rise. Death arrives in Bobby's hometown Sioux Falls, in Dead Men Don't Wear Plaid, and raises many deceased locals (including Bobby's wife). Although the revived at first appear normal they soon revert to a feral state and must be killed. The events are revealed to have been an attempt to break Bobby, one of the few remaining elements keeping Sam from agreeing to be Lucifer's vessel.

In The Devil You Know, Bobby temporarily sells his soul to the demon Crowley in order to locate Death.

Death arrives in Chicago to start a large storm which will result in the death of 3 million in "Two Minutes to Midnight". However, he decides not to as he enjoys their pizza. In a lengthy conversation Death reveals to only be working for Lucifer due to a spell binding him to Lucifer and wishes to sever the bond. He presents Dean with his ring, allowing the Winchesters to open Lucifer's Cage and re-imprison Lucifer.

The Horseman appeared again in "Appointment in Samarra", when Dean attempts to convince him to retrieve Sam's soul from Lucifer's Cage. Death agrees to do so if Dean will act as Death for 24 hours. Although Dean fails the Horseman restores Sam's soul regardless as he feels the Winchesters are "useful". He also puts up a wall between Sam and his debilitating memories of his time in Lucifer's cage.