The military hero who defeated Napoleon Bonaparte in 1815 stayed at the Kent castle regularly from 1829 until 1852.
Copying a watercolour made shortly after his death, English Heritage has recreated the carpet and wallpaper in the room when he died aged  83.
A pair of his original Wellington boots and his death mask are also on show.
The bed and armchair he used are also on display as part of the new exhibition at the castle, which opens on Friday.
Displays in other rooms explore the career of Field Marshal Arthur Wellesley and his "celebrity" status and state funeral, where more than 1.5m people lined the route.
Wellington's body lay in state at Walmer for two months while preparations for his funeral at St Paul's Cathedral were taking place.
"In 1852, the eyes of the world fell upon Walmer Castle as one of the most important figures of that century died within a small and modest room there," said senior curator Rowena Willard-Wright .
Walmer Castle, near Deal, was completed in 1540 as one of a chain of coastal artillery forts.
From 1708 it became the official residence of the Lord Warden of the Cinque Ports, a position occupied by Sir Winston Churchill and Queen Elizabeth the Queen Mother as well as the Duke of Wellington.
The Lord Warden is now a ceremonial post but the holder was originally in charge of five port towns on England's south east coast.
The bedroom where the Duke of Wellington died at Walmer Castle has been recreated to mark the 200th anniversary of the Battle of Waterloo.