The couple was together until her death, though there is no evidence that they were ever married. The relationship was at times a violent one. Rothschild's alcoholism obviously was a problem. He was once arrested for publicly beating her on a street in Cincinnati. She accused him many times of wanting to steal her diamonds.

There was evidence that Bessie wanted Rothschild to marry her and he refused. She began to tell him that she was pregnant and that if he didn't marry her, she would tell his family the scandalous story and possibly tell the newspapers. Such a story in those days would have reflected very badly on the entire Rothschild family. Some believe he killed her to protect the family name. Others believe he killed her for the jewels.

On January 19, 1877, the couple arrived in Jefferson, which was a busy river port during that time; they registered at the Brooks House as Mr. and Mrs. A. Monroe. The couple attracted a lot of attention due to their fine clothes and jewelry. The exact reason that the couple visited Jefferson is not known. Many believe that Rothschild thought Jefferson would be a good place to sell some of Bessie's diamonds.

On the morning of January 21, 1877, the couple was seen carrying a picnic basket across the Cypress Bayou bridge, walking away from town. Mr. Frank Malloy of Jefferson stated later that he saw the couple as they made their way across the bridge. He made comments about the size of the diamonds Bessie was wearing. It was a bit before 11am that Mr. Malloy saw them.

Three hours later, Rothschild was seen crossing the bridge alone, coming back into Jefferson. When the people at the Brooks House asked about his wife, he told them that she stayed across the bayou to visit old friends.

On the morning of the 22nd, Rothschild had breakfast alone at the Brooks House, while wearing some of Bessie‘s rings.

On the morning of the 23rd, Rothschild departed Jefferson for Cincinnati, Ohio. He carried with him, Bessie's luggage.

Bessie's body lay in the woods, undiscovered, until the afternoon of February 5th, when Sarah King spotted her. Bessie had a single gunshot would to the head and was wearing none of her jewelry.

Once in Cincinnati, Rothschild began drinking heavily. He became paranoid, thinking he was being followed. He tried to commit suicide outside a Cincinnati saloon, but only succeeded in shooting out one eye. Upon being released from the hospital, he was arrested and returned to Texas to stand trial for Bessie's murder.

At this point, the Rothschild family hired a team of very expensive lawyers, who managed to get a change of venue due to the fact that the attitudes in Jefferson were strongly hostile against their client. Finally, in December, 1878 Rothschild was tried in Marshall, Texas. He was found guilty, but the legal team hired by the Rothschilds proved their worth; the decision was overturned!

Finally, he was tried in Jefferson. Again the legal team did their work and Rothschild was not found guilty. The people of Jefferson were shocked. One newspaper wrote "Certainly all that is required to save a red handed murderer from the gallows are two or three active friends and sufficient money!"

Many years after the burial of Diamond Bessie, who had been buried without a tombstone, a tombstone magically appeared one morning on Bessie's grave! It was later learned that a citizen of Jefferson, E.B. McDonald had it placed there one night.

Diamond Bessie is buried in Oakwood Cemetery in Jefferson, Texas.