As a result of the previous deaths of three family members on a Tuesday, Alexander refused to undertake any public functions on that day of the week. On Tuesday, 9 October 1934, however, he had no choice, as he was arriving in Marseilles to start a state visit to France, to strengthen the two countries’ alliance in the Little Entente. While Alexander was being slowly driven in a car through the streets along with French Foreign Minister Louis Barthou, a gunman — the Bulgarian Vlado Chernozemski, stepped from the street and shot the King twice and the chauffeur with a Mauser C96 semiautomatic pistol. Alexander died in the car, slumped backwards in the seat, with his eyes open. Barthou was badly wounded in the arm but died later due to inadequate medical treatment.

The assassin, Vlado Chernozemski, was struck down with a sabre by a French mounted officer and beaten to death by the crowd or shot by the police or both, according to varying accounts. He was a 36-year-old Bulgarian who belonged to a Macedonian revolutionary organisation, which wanted to secede from Yugoslavia, and was allegedly in league with Croatian separatists, the Ustashas, who were backed by Benito Mussolini’s Italy. Sentenced to death for killing the leader of the Bulgarian Communist Party in 1924, but later freed in an amnesty, he had fought in numerous battles in Macedonia against the Serbian police.

King Alexander’s assassination was one of the first assassinations captured on film; the shooting occurred straight in front of the cameraman, who was only feet away at the time. While the exact moment of shooting was not captured on film, the events leading to the assassination and the immediate aftermath were. The body of the chauffeur (who had been killed instantly) became jammed against the brakes of the car, allowing the cameraman to continue filming from within inches of the King for a number of minutes afterwards.

A 20th Century Fox newsreel presented by Lowell Thomas was manipulated in order to give the audience the impression that the assassination had been captured on film. Three identical gunshot sounds were added to the film afterwards, when in reality Chernozemski fired his handgun over ten times, killing or wounding a total of 15 people. A straw hat is shown on the ground, as if it belonged to the assassin, while in reality it did not. A Mauser C96 semi-automatic pistol with a 10-round magazine is shown as the assassination weapon, while the actual one had a 20-round magazine. The exact moment of assassination was never filmed.

The following day, the body of King Alexander I was transported back to the port of Split in Croatia by the Yugoslav destroyer JRM Dubrovnik. After a huge funeral in Belgrade attended by about 500,000 people and many leading European statesmen, Alexander was interred in the Memorial Church of St. George, which had been built by his father.