What was the cause of death of Incitatus, Caligula's horse?

The horse was beheaded.

INCITATUS & Caligula
By Cheryl R. Lutring

Few horses have ruled an empire. Less have been considered as marriage partners by ancient emperors. But such was the fate of Incitatus. His owner, the Roman Emperor Caligula, (AD 37-41) infamous for his psychotic extremes, was consistent in at least one aspect his devotion to his horse. Albeit sometimes this particular passion took a turn that was not necessarily to the benefit of the animal. Just as his father, Tiberius, had favored a pet dragon, so Caligula s darling was his best racing horse.

The original stable name of the stallion was Porcellus, which meant little pig but Caligula thought this unsuitable and renamed him in recognition of his swift-speeding as Incitatus. Incitatus was a chariot racing stallion of no mean repute. It is said he never lost a race ...

Caligula was so excessively fond of him that he made him first a Citizen of Rome and then a senator, and nominated him as a future candidate for the coveted Consulship. Maybe his perceived intention to so honor the horse was merely an ironic indication of his view of the unworthiness of the men in the government. Perhaps it is for this last distinction that Incitatus name has passed down through the historical record.

Some sources report that eventually Incitatus tired of his duties and privileges and, reverting perhaps to the implication of his original name Little Pig, turned on Caligula, savaging him severely. Caligula was swift with retaliation and beheaded his treasured Incitatus. Such can be the fate of the unwise favorites of the powerful.

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