Liddy offers to sit up and watch over Fanny's coffin with Bathsheba until Troy gets home. Bathsheba refuses, asks Liddy if she has heard anything strange, and bursts into tears. Liddy leaves the room and returns, saying that a laborer's wife, Maryann Money, has heard that Fanny has had a baby (this is whispered, but the implication is clear). Bathsheba does not want to believe it. Alone, her first instinct is to seek Gabriel's advice. He has hidden the truth from her, not knowing that she has seen Fanny on the way back from Casterbridge. Bathsheba goes to Gabriel's cottage and looks in the window. She sees him praying and is too nervous to knock. When she returns, obsessed by the uncertainty of whether the coffin contains a baby or not, Bathsheba finally takes a screwdriver and opens the lid of the coffin. Inside lies Fanny, with hair the same color as the curl in Troy's watch, and a baby in her arms. In a stupor, Bathsheba puts flowers around her in the coffin and waits for her husband to return.
When Troy enters the house, not yet having heard of Fanny's death, his first instinct is to wonder who in the house has died. When he approaches the coffin and sees Fanny, he leans down to kiss her; he tells Bathsheba he has been a bad, black-hearted man. He declares that Fanny is his wife in the eyes of Heaven, and tells Bathsheba, "I am not morally yours." Bathsheba leaves the room and runs out of the house.
Bathsheba stays outside all night, and when Liddy comes looking for her in the morning, she has lost her voice. Liddy tells her that Troy has left, and Bathsheba barricades herself and Liddy in the attic to avoid Troy when he returns. Troy never returns, however, and later that day there is news that two men from Casterbridge are putting up a tombstone in Weatherbury.
Chapter 45 backs up and tells us what has happened from Troy's point of view. He has gone on Monday morning to meet Fanny and, not finding her at the appointed place, gets angry and goes to the Budmouth races instead. While there, he reflects and regrets not having made more inquiries in Casterbridge. He comes home to find Bathsheba in the room with Fanny's open coffin and a dead baby by Fanny's side. Troy spends his last 27 pounds buying a gravestone for Fanny in Casterbridge. It is installed and he spends the evening planting an absurd number of flowers around her grave. Exhausted, he goes to sleep in the church overlooking Fanny's grave.
Overnight, a strong rain comes. Through a twist of fate, the gargoyle on the church has a spout that, in heavy rain, pours directly onto Fanny's grave, displacing all the flowers and spattering the white gravestone with mud. When Troy awakes, he finds his hard work ruined. Discouraged, he does not attempt to fix it but leaves town. In the morning, Bathsheba learns that Troy has been seen leaving town, and she emerges from the attic. She visits Fanny's grave and sees the damage the rain has done. With Gabriel's help, Bathsheba replants the flowers, has the gargoyle spout altered, and cleans off the gravestone. The inscription reads, "Erected by Francis Troy in Beloved Memory of Fanny Robin."
Chapter 47 shows Troy wandering around the countryside. When he reaches the coast, he goes swimming, leaving his clothes and watch on the bank. As he swims a current pulls him from shore, and he nearly drowns. At the last minute, a boat of sailors picks him up and saves him.