Anne died and was buried on 1 February 1476 in the St Leger Chantry, forming the northern transept of St. George's Chapel, Windsor Castle, founded in 1481 by her husband, "with two priests singing forevermore".
It was later named the Rutland Chantry in honour of her son-in-law George Manners, 11th Baron de Ros (whose effigy, with that of his wife Anne St Leger, is situated in the chantry), father of Thomas Manners, 1st Earl of Rutland.
A Monumental brass in memory of Anne of York and her husband Sir Thomas St Leger survives on the east wall of the St Leger Chantry inscribed as follows:
"Wythin thys Chappell lyethe beryed Anne Duchess of Exetur suster unto the noble kyng Edward the forte.
And also the body of syr Thomas Sellynger knyght her husband which hathe funde within thys College a Chauntre with too prestys sy’gyng for ev’more.
On whose soule god have mercy.
The wych Anne duchess dyed in the yere of oure lorde M Thowsande CCCCl xxv" 
The arms above Anne show her paternal arms of the Dukes of York: in the dexter half the royal arms of England, emphasising their descent from Lionel of Antwerp, 1st Duke of Clarence (1338–1368), third son of King Edward III (on which basis the House of York claimed the throne), who married Elizabeth de Burgh, 4th Countess of Ulster (1332–1363).
Their daughter Philippa de Burgh married Edmund Mortimer, 3rd Earl of March, whose son Roger de Mortimer, 4th Earl of March, was the great-grandfather of Anne, her brother King Edward IV, and their siblings; In the sinister half are shown in chief: Or a cross gules (de Burgh) and in base: Barry or and azure, on a chief of the first two pallets between two base esquires of the second over all an inescutcheon argent (Mortimer).
Anne died and was buried on 1 February 1476 in the St Leger Chantry, forming the northern transept of St. George's Chapel, Windsor Castle, founded in 1481 by her husband, "with two priests singing forevermore". It was later named the Rutland Chantry in honour of her son-in-law George Manners, 11th Baron de Ros (whose effigy, with that of his wife Anne St Leger, is situated in the chantry), father of Thomas Manners, 1st Earl of Rutland. A Monumental brass in memory of Anne of York and her husband Sir Thomas St Leger survives on the east wall of the St Leger Chantry inscribed as follows:
"Wythin thys Chappell lyethe beryed Anne Duchess of Exetur suster unto the noble kyng Edward the forte. And also the body of syr Thomas Sellynger knyght her husband which hathe funde within thys College a Chauntre with too prestys sy’gyng for ev’more. On whose soule god have mercy. The wych Anne duchess dyed in the yere of oure lorde M Thowsande CCCCl xxv" 
The arms above Anne show her paternal arms of the Dukes of York: in the dexter half the royal arms of England, emphasising their descent from Lionel of Antwerp, 1st Duke of Clarence (1338–1368), third son of King Edward III (on which basis the House of York claimed the throne), who married Elizabeth de Burgh, 4th Countess of Ulster (1332–1363). Their daughter Philippa de Burgh married Edmund Mortimer, 3rd Earl of March, whose son Roger de Mortimer, 4th Earl of March, was the great-grandfather of Anne, her brother King Edward IV, and their siblings; In the sinister half are shown in chief: Or a cross gules (de Burgh) and in base: Barry or and azure, on a chief of the first two pallets between two base esquires of the second over all an inescutcheon argent (Mortimer).
Anne of York, Duchess of Exeter