Ser Gregor is killed in the penultimate episode when Cersei attempts to flee the Red Keep, meeting Gregor's vengeful brother on their way down.
Does Sir Gregor die in Game of Thrones?
With his mind dulled and his body necrotically invincible, Gregor served as a faithful Queensguard to Cersei Lannister. Gregor was later killed by and alongside Sandor when they dueled during the Battle of King's Landing, but not before killing Qyburn.
Is Sir Gregor a zombie?
While fans haven't seen The Mountain fight since he became a zombie-like servant, it's clear that he lost any hope of being anything other than a killing machine.