"This player has fallen" is the phrase given to the player at any moment they are killed in CastleMiner Z; the actual phrase given is "_____ has fallen" where the player's gamertag appears on the line. Players can become "Fallen" if they receive too much damage, fall in Lava, or fall from incredibly high heights. After the player's screen turns red and their camera for the game seems to be lying on the ground sideways, an option appears that says "Press A to Respawn". If the player presses the A button, he/she respawns in the starting area of the game.
Players might mistakingly kill themselves by digging down too deep and not hitting a bloodstone ceiling, causing them to fall right into the Underworld and die of fall damage.
One of the easiest places to become "Fallen" is if a player travels down to the Underworld. The accidental falls, lava pits, areas of darkness, and dangerous enemies are the reasons why it is mainly feared by players.