I was going to say the same thing that Victoria01 said. Death is a natural part of this life. Everyone is going to die at some point or another. If you discuss with each other your feelings about death and what happens after death it may give him some comfort. If you aren't sure yourself what you feel about what happens after death, search it out and find something that gives you comfort, then maybe you can relate to him how you feel about it.
A fear of death is quite normal and is actually a fear of the unknown. Has he know someone or something (pet) that has died or seen it on TV? I don't know your spiritual background, but whatever it is, that is a good place to start talking to him about it. Speak to him about (your belief) of what happens after death and that it is a natural process of life. He is old enough to begin to understand these things and I think that if you take the mystery and fear out of it, he may not worry so much.