If you are talking about the Link from the Legend Of Zelda series, He doesn't die, Not in any of the games currently released, The only time you can "Kill" him is by dying in game, By losing all Hearts.
Theodore Link died in 1923.
James Link died in 1964.
Goethe Link died in 1980.
Link Wyler died on May 10, 1997.
Karl Paul Link died in 1978.
Link Wasem died on 1979-03-06.
O. Winston Link died in 2001.
Arthur A. Link died on 2010-06-01.
Walter K. Link died in 1982.
Arthur S. Link died in 1998.
Fred Link died on 1939-05-22.
Nowhere in any Zelda game does Link die in the story. The only way he dies is when you make him lose all his hearts.