Hedwig was hit by Avada's Kedavra and died unfortunately.

In "Harry Potter and the Deathly Hallows", Hedwig was hit by the Avada Kedavra while Hagrid was riding a giant motorcycle to transfer Harry, and unfortunately died. In the movie, Harry lets Hedwig go before being transferred, but Hedwig flies to protect Harry and stop the Death Eaters when Harry is attacked, but is hit and killed by Avada's Kedavra.

Hagrid said she had lived a great life. The moral of Rowling's writing of this paragraph is: Hedwig's death, the passing of white, and Harry is no longer innocent.

Hedwig:

Hedwig is an important pet in the "Harry Potter" series that serves as a messenger for Harry Potter. When Harry Potter turned 11 years old, Hagrid bought it as a birthday present for Harry (Harry found the name in the "History of Magic" book). In the book, he is also Harry's best pet and Harry's messenger. (The wizarding world uses owls to send messages).

Hagrid and Harry went to Diagon Alley and bought this snowy owl as an eleventh birthday present for Harry at the Eela Owl Shop. ?Hedwig is a snowy owl, with white feathers mixed with many black spots. The snowy owl is the largest of the owl family and lives in the Arctic snow. When Hedwig was alive, Harry always regarded her as a huggable toy and a close friend.

Reference for the above content: Baidu Encyclopedia-Hedwig