When one of the horsemen entered , upon his seeing Nero all but dead he attempted to stop the bleeding in vain . Nero 's final words were " Too late ! This is fidelity ! " He died on 9 June 68 , the anniversary of the death of Octavia , and was buried in the Mausoleum of the Domitii Ahenobarbi , in what is now the Villa Borghese ( Pincian Hill ) area of Rome .