Curious George is a character in a book and was never alive in the first place. I'll assume the author of the book, H. A. Rey, is who you are really asking about. The Man With the Yellow Hat is also just a character in case you were wondering.
H. A. Rey and his wife Margret are both dead. Hans Augusto Rey died in 1977 and Margret Elizabeth Rey died in 1996.
Perhaps you can be content knowing that the characters are alive in the hearts of children and adults around the world.
Here is a list of the original books if you're interested:
