The Darkest Days
Following the fall of Amber, Caine and his forces were ambushed by the combined forces of Weirmonken and Falknovia. Caine was badly hurt during the attack and received medical care at a shadow that Cedric is familiar with. His wounds (received from Weir attackers) are not healing.
Against the advice of the healers, Veronica brought Caine to a battlefield where the forces of Order were battling the Headless Horseman in defense of the Unicorn. During the fight, Caine was grievously injured (run through by the Horseman's cavalry saber). Veronica returned him to the Solars' care.
While hospitalized in Elysium, Caine was killed by person or persons unknown. He was stabbed through the heart and then, after death, his throat was slit.