Unless you die suddenly and right away such as in a car accident and you die within seconds of the Injury then it takes awhile to lose all your senses.
In the case you die right away and instantly then all your senses will be lost at once because you'll be completely dead.
But if you're slowly dying such as at home or in the hospital due to a disease etc then you usually lose your sight first, then your smell, followed by your taste, touch and then lastly your hearing.
It is thought that when someone is dying that the persons hearing is the last sense to go so that's why doctors suggest you talk to the dying person because the dying person may still be able to hear your voice even though they cannot respond and talk back to you.
I talked to my Grandma as she was dying and she moved around like she could hear me but she couldn't speak.