I must admit, I would want to widen the statement to refer generally to Hardy's sense of pessimism in his poetry. Death of course is just one aspect that he touches upon, but you will also want to pay attention to and analyse his preoccupation with the passing of time, the loss of loved ones, failed hopes and the decline of religious faith. Certainly the passage of time is a central theme in Hardy's poetry. At times it is as if he believed it was the fount of all unhappiness. Linked with this of course is his view of nature as being utterly indifferent to the short lives of human beings. Hardy's personal philosophy of life was that he considered humanity to be utterly swamped by the forces of the universe, which resulted in deep feelings of alienation and struggles with his own personal significance.
Thus we can see that so many of his poems, such as "At Castle Boterel" and "During Wind and Rain" feature a massive conflict as the speaker struggles against the sense of meaninglessness of space and time, and attempts to reassert what is essentially human against the forces of the universe. Likewise we can thus see the importance of acts of memory, where the speaker attempts to reclaim the past. And yet those poems that do try to do so, like "The Voice" and "At Castle Boterel," end in inevitable failure and a return to the pessimistic tone that dominates.
Therefore, whilst death is definitely a focus of Hardy's poetry, I think you would find it more fruitful to examine his pessimism as a whole, of which the theme of death is one undeniable part.