There's Still Hope For These Dead Game of Thrones Characters — in the Books

How he dies on the show: En route to the three-eyed raven with Bran, Hodor, and Meera, Jojen is stabbed by a wight. Meera then slits his throat to put him out of his misery, and a child of the forest uses magic on his body to prevent him from coming back as a wight.

Where he's last seen in the books: Jojen also suffers a wight attack in A Dance With Dragons, but his injuries aren't fatal. However, he does become weak and depressed, and there are implications that his greendreams are foreshadowing his imminent death.