[1][21] Against her relatives' protests, including those of her brother John Horace Savile, 5th Earl of Mexborough, she decided to join Hamilton's expedition as a passenger[1][19][20] because she had dreamed of becoming the first woman to "fly the sea".

[3] Anne, Captain Hamilton, and Colonel Frederick F. Minchin took off from the aerodrome at Upavon, Wiltshire at 7:32 a.m. on 31 August 1927 in a large Fokker F.VII monoplane powered by a 450 hp Bristol Jupiter engine known as the Saint Raphael bound for Ottawa.

[22] Around 6 a.m. the next morning the Dutch steamer SS Blijdendijik reported seeing a white light travelling eastward in the sky when about 420 miles east-south-east of New York, which, if it were St. Raphael, was far to the south of its intended route, suggesting that they were lost.

[24] Further searches failed to yield signs of the aircraft and its crew, and by 5 September, the remaining hope was that fish-carrying steamers or whalers had rescued Anne, Hamilton, and Minchin after the Saint Raphael plunged into the ocean, as it was supposed.

[24] On 5 September, Anne's brothers, the Earl of Mexborough and the Honourable George Savile, announced that they believed their sister had died at sea along with Captain Hamilton and Colonel Minchin.

"[25] At the time of her death, Anne was the second woman to disappear in an attempted transoceanic flight in nearly two weeks; the first was Mildred Doran, who had been participating in the Dole Air Race from Oakland, California, to Hawaii.

Anne was presumed dead by a court order made in London on 6 February 1928; she died intestate and left an estate valued at £28,265 (gross) and net personal property of £20,371.

[30] A large memorial plaque commemorating the fateful flight and dedicated to Anne, Captain Hamilton and Colonel Minchin hangs in St Raphael's church, Kingston upon Thames.