I cannot find a death record for him in Kentucky. He may have moved to Washington or another state after Mary died.

Her death certificate (Vol. 13, #06430) records Mary Jane Alfrey, age 56, born 20 Oct 1865 in Morgan Co., Ky, died 31 Oct 1920, in Frenchburg, Menifee Co., Ky, name of father Pettit, born Rowan Co., Ky, maiden name of mother Lizie Pettit, born Rowan Co., Ky, cause of death pneumonia, informant blank, burial information blank.

Rowan Co. marriage register Bk. A, p. 56, lists marriage of John Alphrey Jr. & Mary Jane Petit, at Roley Alfrey's, on 26 June 1884. (The “Jr.” is to distinguish him from his uncle.)

(This book is not the marriage bond/license book, which has ages. The lettered series contains minister's listings of all the marriages they performed, in the order that the minister reported them, and some of the ministers waited several years and then reported all the marriages they'd performed in that period in one big clump.)

1900 census of Rowan Co., Pierce precinct, enumerated 5 June, lists on p. 3B as family #50:
Alfrey, John W., 37, b. Mar 1863; Mary J., 35, b. Jan 1865; Annie M., 16, b. Jun 1884; Samuel, 14, b. Jan 1886; Addie P., 12, b. Mar 1888; Wm T., 10, b. Feb 1890; Jas C., 7, b. Feb 1893; Chester L., 2, b. Oct 1897; Esa D., 4/12, b. Feb 1900. All born Ky Ky Ky.

1910 census of Snohomish Co., Washington, Sultan River precinct, enumerated 12 May, records on p. 5A as family #95:
Alfrey, John, 46, laborer for railway co., Mary, wife, 44, first marriage for both, married 26 years, mother of 8 children, 8 living; Samuel, son, 24; William, son, 20; James, son, 17; Chester, son, 12; Isa, dau, 9; Ora V., dau, 6. All born Ky Ky Ky.

1920 census of Rowan Co., Ky, Pearcy precinct, enumerated 24 Jan, lists on pp. 8A-8B as family #149/169:
Alfrey, John, 56, farmer; Mary, wife, 50; Sam, son, 33, single, farm laborer; Norton, Elwood, son-in-law, 20, b. Washington Wa Wa, laborer at saw mill; Isa, dau, 19. All except Elwood Norton born Ky Ky Ky.