Venn died in Kensington leaving £867 to Isaac Knight, other divines, religious charities and her mother. Her diary continued until very near her death despite her having written a will in November.[1]
In 1658 her mother's husband, Thomas Weld, arranged for Venn's diary to be published. The book had an introduction by Isaac Knight. The book was titled A Wise Virgin's Lamp Burning. The diary now serves as an interesting insight into religious beliefs and of illegal religious gatherings in the 1630s.[2]